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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.9622	8.63***
α ARCH Response to squared shocks	0.1695	25.56***
β GARCH Volatility persistence	0.9432	142.44***
ν DF Student-t tail thickness	4.8776	9.89***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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