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	param	t-stat
$ω$	1.1722	8.88
$α$	0.2295	7.23
$β$	0.6486	17.98
$γ_{1}$	0.0078	1.65
$γ_{2}$	-0.0099	-1.61

V-Lab

CBOE S&P 500 6-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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