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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2231	8.94***
α ARCH Response to squared shocks	0.2442	7.46***
β GARCH Volatility persistence	0.6281	16.51***

V-Lab

CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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