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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	24.2459	12.69***
α ARCH Response to squared shocks	0.1739	23.82***
β GARCH Volatility persistence	0.9050	116.13***
ν DF Student-t tail thickness	4.6971	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