CBOE Volatility Index

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	param	t-stat
$ω$	0.8329	15.88
$α$	0.1224	4.54
$β$	0.7146	13.17
$γ_{1}$	-0.0008	-2.74

V-Lab

CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses