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	param	t-stat
$ω$	0.6962	4.46
$α$	0.2031	6.57
$β$	0.6488	14.49
$γ_{1}$	-0.5863	-3.98
$γ_{2}$	0.8683	3.60
$γ_{3}$	-0.4268	-2.13
$γ_{4}$	0.2390	1.16
$γ_{5}$	-0.1560	-0.70
$γ_{6}$	0.0807	0.35
$γ_{7}$	0.0967	0.41
$γ_{8}$	-0.4354	-1.80
$γ_{9}$	0.7418	2.88
$γ_{10}$	-0.9150	-2.12

V-Lab

CBOE 3-Month Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses