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	param	t-stat
$ω$	0.8688	9.43
$α$	0.1432	5.34
$β$	0.7221	16.95
$γ_{1}$	-0.0231	-2.36
$γ_{2}$	0.0312	2.54

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