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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	45.2696	20.20***
α ARCH Response to squared shocks	0.1258	26.36***
β GARCH Volatility persistence	0.9051	182.66***
ν DF Student-t tail thickness	5.3120	8.26***

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