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	param	t-stat
$ω$	1.0212	10.35
$α$	0.2306	7.44
$β$	0.6522	18.46
$γ_{1}$	0.0000	0.00

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