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	param	t-stat
$ω$	1.0002	8.98
$α$	0.2087	6.91
$β$	0.6593	15.83
$γ_{1}$	-0.0002	-0.30

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