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	param	t-stat
$ω$	2.8628	4.23
$α$	0.2657	11.02
$β$	0.5301	15.08
$γ_{1}$	0.0950	2.06
$γ_{2}$	-0.0486	-0.78
$γ_{3}$	-0.0904	-2.02
$γ_{4}$	0.1381	2.98
$γ_{5}$	-0.2124	-5.30
$γ_{6}$	0.2119	5.60
$γ_{7}$	-0.1166	-3.38
$γ_{8}$	-0.0416	-1.22
$γ_{9}$	0.1444	4.28
$γ_{10}$	-0.1127	-4.64

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