CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7976	3.41***
α ARCH Response to squared shocks	0.1711	11.23***
β GARCH Volatility persistence	0.8141	60.81***

γ₁	-0.0127	-2.65***
γ₂	0.0191	2.25**

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