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	param	t-stat
$ω$	24.4341	12.61
$α$	0.1739	23.71
$β$	0.9053	115.25
$ν$	4.7108	9.88

V-Lab

CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses