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	param	t-stat
$ω$	0.8586	17.82
$α$	0.2427	29.43
$β$	0.6422	76.35

V-Lab

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