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	param	t-stat
$ω$	6.9784	8.64
$α$	0.1690	25.51
$β$	0.9432	142.52
$ν$	4.8891	9.81

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