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	param	t-stat
$ω$	24.3696	12.56
$α$	0.1735	23.74
$β$	0.9054	115.76
$ν$	4.6830	9.99

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