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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	155.5397	19.43***
α ARCH Response to squared shocks	0.1142	10.72***
β GARCH Volatility persistence	0.7717	50.78***
ν DF Student-t tail thickness	5.2100	3.20***

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