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	param	t-stat
$ω$	154.8538	19.36
$α$	0.1130	10.76
$β$	0.7751	52.18
$ν$	5.2131	3.18

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