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	param	t-stat
$ω$	1.1917	8.75
$α$	0.2403	7.27
$β$	0.6307	16.31
$γ_{1}$	0.0010	1.52

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