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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.0603	5.15***
α ARCH Response to squared shocks	0.1020	43.63***
β GARCH Volatility persistence	0.9855	365.53***
ν DF Student-t tail thickness	4.3938	16.21***

V-Lab

CBOE Skew Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses