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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.03***
α ARCH Response to squared shocks	0.0184	4.89***
β GARCH Volatility persistence	0.9823	435.40***
γ leverage Additional response to negative shocks	-0.0184	-2.54**

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CBOE 1-Day Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses