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	param	t-stat
$ω$	45.1936	20.16
$α$	0.1248	26.54
$β$	0.9068	185.90
$ν$	5.3304	8.25

V-Lab

CBOE Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses