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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9129	7.88***
α ARCH Response to squared shocks	0.0780	5.08***
β GARCH Volatility persistence	0.6993	20.04***
γ leverage Additional response to negative shocks	0.2002	11.49***

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CBOE 1-Day Volatility Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses