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	param	t-stat
$ω$	45.2375	20.10
$α$	0.1248	26.59
$β$	0.9073	185.46
$ν$	5.3420	8.22

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