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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	24.1782	12.77***
α ARCH Response to squared shocks	0.1733	23.77***
β GARCH Volatility persistence	0.9043	116.08***
ν DF Student-t tail thickness	4.6928	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