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	param	t-stat
$ω$	0.7700	5.81
$α$	0.1332	7.19
$β$	0.6956	16.70
$γ_{1}$	0.0211	2.36
$γ_{2}$	-0.0390	-3.29
$γ_{3}$	0.0223	4.04

V-Lab

CBOE S&P 500 Spot Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Spot Volatility Index Analyses