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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	391.4532	7.39***
α ARCH Response to squared shocks	0.0158	8.38***
β GARCH Volatility persistence	0.9990	215.07***
ν DF Student-t tail thickness	5.7010	2.07**

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses