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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	19.8479	10.36***
α ARCH Response to squared shocks	0.1183	16.15***
β GARCH Volatility persistence	0.9168	89.77***
ν DF Student-t tail thickness	5.2998	4.57***

V-Lab

CBOE S&P 500 Constituent Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Constituent Volatility Index Analyses