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	param	t-stat
$ω$	0.7902	11.62
$α$	0.1501	3.21
$β$	0.0000	0.00
$γ_{1}$	-0.0354	-3.06

V-Lab

CBOE 1-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses