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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	155.3730	19.18***
α ARCH Response to squared shocks	0.1140	10.69***
β GARCH Volatility persistence	0.7726	50.65***
ν DF Student-t tail thickness	5.1767	3.21***

V-Lab

CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 9-Day Volatility Index Analyses