CBOE Volatility Index

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	param	t-stat
$ω$	1.0044	9.04
$α$	0.2098	6.94
$β$	0.6573	15.74
$γ_{1}$	-0.0001	-0.25

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