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	param	t-stat
$ω$	2.8548	4.22
$α$	0.2672	11.07
$β$	0.5275	15.00
$γ_{1}$	0.0943	2.05
$γ_{2}$	-0.0482	-0.78
$γ_{3}$	-0.0891	-2.02
$γ_{4}$	0.1354	2.96
$γ_{5}$	-0.2095	-5.29
$γ_{6}$	0.2114	5.63
$γ_{7}$	-0.1202	-3.52
$γ_{8}$	-0.0357	-1.07
$γ_{9}$	0.1405	4.24
$γ_{10}$	-0.1119	-4.67

V-Lab

CBOE Skew Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses