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	param	t-stat
$ω$	3.6754	4.96
$α$	0.1045	76.30
$β$	0.9905	590.31
$ν$	2.4382	141.24

V-Lab

CBOE Interest Rate Swap Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Interest Rate Swap Volatility Index Analyses