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	param	t-stat
$ω$	1.0080	6.90
$α$	0.1219	3.68
$β$	0.5477	6.03
$γ_{1}$	0.1278	1.05
$γ_{2}$	-0.1419	-0.79
$γ_{3}$	0.0379	0.27
$γ_{4}$	-0.1076	-0.69
$γ_{5}$	0.1857	1.12
$γ_{6}$	-0.3092	-2.04
$γ_{7}$	0.5017	3.85
$γ_{8}$	-0.4391	-5.22

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