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	param	t-stat
$ω$	1.0183	6.99
$α$	0.1196	3.65
$β$	0.5492	5.93
$γ_{1}$	0.1418	1.15
$γ_{2}$	-0.1636	-0.89
$γ_{3}$	0.0562	0.39
$γ_{4}$	-0.1360	-0.84
$γ_{5}$	0.2386	1.39
$γ_{6}$	-0.4112	-2.58
$γ_{7}$	0.6826	4.01
$γ_{8}$	-0.8479	-2.67

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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