CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7,290.3480	8.83***
α ARCH Response to squared shocks	0.1063	132.25***
β GARCH Volatility persistence	0.9978	4,089.29***
ν DF Student-t tail thickness	2.0019

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