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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8359	17.98***
α ARCH Response to squared shocks	0.2461	30.25***
β GARCH Volatility persistence	0.6416	77.91***

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CBOE S&P 500 One-Year Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 One-Year Volatility Index Analyses