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	param	t-stat
$ω$	7.9072	5.31
$α$	0.1044	42.91
$β$	0.9844	350.71
$ν$	4.3933	16.05

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