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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8691	9.37***
α ARCH Response to squared shocks	0.1427	5.36***
β GARCH Volatility persistence	0.7255	17.38***

γ₁	-0.0241	-2.51**
γ₂	0.0327	2.72***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Constituent Volatility Index Analyses