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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.4736	10.90***
α ARCH Response to squared shocks	0.1868	24.43***
β GARCH Volatility persistence	0.9192	122.78***
ν DF Student-t tail thickness	4.8868	9.77***

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