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	param	t-stat
$ω$	7.9804	5.27
$α$	0.1045	43.04
$β$	0.9846	352.40
$ν$	4.3960	16.09

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