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	param	t-stat
$ω$	1.0158	6.90
$α$	0.1221	3.67
$β$	0.5520	6.11
$γ_{1}$	0.1338	1.07
$γ_{2}$	-0.1493	-0.80
$γ_{3}$	0.0431	0.29
$γ_{4}$	-0.1191	-0.72
$γ_{5}$	0.2098	1.21
$γ_{6}$	-0.3495	-2.24
$γ_{7}$	0.5355	4.12
$γ_{8}$	-0.4441	-5.33

V-Lab

CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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