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	param	t-stat
$ω$	1.2112	8.81
$α$	0.2433	7.39
$β$	0.6295	16.49
$γ_{1}$	0.0011	1.67

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