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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7238	10.74***
α ARCH Response to squared shocks	0.0883	7.26***
β GARCH Volatility persistence	0.8401	163.96***
γ leverage Additional response to negative shocks	-1.0000	-4.62***
δ power Transformation power	1.1368	29.97***

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CBOE Volatility Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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