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	param	t-stat
$ω$	7.0073	8.53
$α$	0.1680	25.54
$β$	0.9438	142.16
$ν$	4.8643	9.85

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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