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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	45.3865	20.07***
α ARCH Response to squared shocks	0.1256	26.39***
β GARCH Volatility persistence	0.9060	183.09***
ν DF Student-t tail thickness	5.3174	8.25***

V-Lab

CBOE Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses