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	param	t-stat
$ω$	12.5193	10.84
$α$	0.1862	24.30
$β$	0.9190	121.85
$ν$	4.8696	9.74

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