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	param	t-stat
$ω$	12.5254	10.87
$α$	0.1863	24.33
$β$	0.9192	122.54
$ν$	4.8841	9.73

V-Lab

CBOE S&P 500 6-Month Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 6-Month Volatility Index Analyses