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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	217.3111	9.96***
α ARCH Response to squared shocks	0.1199	20.86***
β GARCH Volatility persistence	0.9495	179.97***
ν DF Student-t tail thickness	5.6180	6.50***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Spot Volatility Index Analyses