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	param	t-stat
$ω$	0.9852	10.26
$α$	0.1365	7.50
$β$	0.7191	20.61
$γ_{1}$	0.0027	3.15
$γ_{2}$	-0.0039	-3.75

V-Lab

CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses