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	param	t-stat
$ω$	608.9328	3.64
$α$	0.0206	4.23
$β$	0.9883	175.38
$ν$	5.8049	1.24

V-Lab

CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses