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	param	t-stat
$ω$	155.2088	19.31
$α$	0.1129	10.83
$β$	0.7778	52.68
$ν$	5.2290	3.19

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