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	param	t-stat
$ω$	6.9775	8.76
$α$	0.1665	25.32
$β$	0.9423	141.96
$ν$	4.8967	9.59

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