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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	45.3109	20.17***
α ARCH Response to squared shocks	0.1261	26.36***
β GARCH Volatility persistence	0.9052	182.46***
ν DF Student-t tail thickness	5.3183	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