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	param	t-stat
$ω$	24.3296	12.60
$α$	0.1734	23.70
$β$	0.9051	115.41
$ν$	4.6822	9.97

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