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	param	t-stat
$ω$	0.6961	4.44
$α$	0.2033	6.62
$β$	0.6495	14.61
$γ_{1}$	-0.5881	-4.00
$γ_{2}$	0.8718	3.63
$γ_{3}$	-0.4297	-2.16
$γ_{4}$	0.2404	1.18
$γ_{5}$	-0.1559	-0.71
$γ_{6}$	0.0806	0.35
$γ_{7}$	0.0960	0.41
$γ_{8}$	-0.4393	-1.83
$γ_{9}$	0.7676	3.07
$γ_{10}$	-1.0245	-2.56

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