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	param	t-stat
$ω$	12.5751	10.87
$α$	0.1850	24.22
$β$	0.9188	121.46
$ν$	4.8845	9.61

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