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	param	t-stat
$ω$	216.7194	9.81
$α$	0.1205	20.52
$β$	0.9494	176.05
$ν$	5.6479	6.36

V-Lab

CBOE S&P 500 Spot Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Spot Volatility Index Analyses