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	param	t-stat
$ω$	2.9551	4.38
$α$	0.2663	11.09
$β$	0.5293	15.18
$γ_{1}$	0.1041	2.31
$γ_{2}$	-0.0573	-0.94
$γ_{3}$	-0.0975	-2.21
$γ_{4}$	0.1542	3.40
$γ_{5}$	-0.2312	-5.84
$γ_{6}$	0.2281	6.04
$γ_{7}$	-0.1270	-3.65
$γ_{8}$	-0.0373	-1.04
$γ_{9}$	0.1446	3.55
$γ_{10}$	-0.1164	-2.14

V-Lab

CBOE Skew Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses