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	param	t-stat
$ω$	1.2119	8.87
$α$	0.2428	7.39
$β$	0.6292	16.46
$γ_{1}$	0.0011	1.70

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