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	param	t-stat
$ω$	24.3984	12.58
$α$	0.1733	23.66
$β$	0.9049	114.92
$ν$	4.6775	9.96

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