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	param	t-stat
$ω$	45.2591	20.11
$α$	0.1256	26.37
$β$	0.9056	182.57
$ν$	5.3120	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