CBOE Volatility Index

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	param	t-stat
$ω$	1.0194	10.33
$α$	0.1371	7.53
$β$	0.7162	20.44
$γ_{1}$	0.0037	3.69
$γ_{2}$	-0.0066	-3.55

V-Lab

CBOE Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses