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	param	t-stat
$ω$	1.0130	6.88
$α$	0.1214	3.65
$β$	0.5542	6.13
$γ_{1}$	0.1323	1.04
$γ_{2}$	-0.1467	-0.78
$γ_{3}$	0.0423	0.28
$γ_{4}$	-0.1221	-0.73
$γ_{5}$	0.2185	1.25
$γ_{6}$	-0.3667	-2.32
$γ_{7}$	0.5580	4.26
$γ_{8}$	-0.4601	-5.36

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