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	param	t-stat
$ω$	0.9641	2.69
$α$	0.2101	3.55
$β$	0.7117	12.79
$γ_{1}$	-0.9874	-0.94
$γ_{2}$	1.4961	0.99
$γ_{3}$	-1.8183	-1.44
$γ_{4}$	3.6809	2.18
$γ_{5}$	-4.2119	-1.97
$γ_{6}$	2.5592	1.28
$γ_{7}$	-0.5616	-0.37
$γ_{8}$	-0.4634	-0.33
$γ_{9}$	0.3053	0.29

V-Lab

CBOE Interest Rate Swap Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Interest Rate Swap Volatility Index Analyses