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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0129	9.23***
α ARCH Response to squared shocks	0.2102	7.02***
β GARCH Volatility persistence	0.6560	15.76***

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