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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	386.6015	7.46***
α ARCH Response to squared shocks	0.0160	8.39***
β GARCH Volatility persistence	0.9990	194.59***
ν DF Student-t tail thickness	6.0404	1.64

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