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	param	t-stat
$ω$	154.4318	19.34
$α$	0.1125	10.78
$β$	0.7767	52.51
$ν$	5.2152	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