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	param	t-stat
$ω$	1.0063	9.05
$α$	0.2099	6.95
$β$	0.6573	15.76
$γ_{1}$	-0.0001	-0.23

V-Lab

CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses