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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6144	11.07***
α ARCH Response to squared shocks	0.1260	28.55***
β GARCH Volatility persistence	0.8025	96.05***
γ leverage Additional response to negative shocks	-1.0000	-104.24***
δ power Transformation power	0.8328	21.84***

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CBOE VIX Indicative Ask Index APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Ask Index Analyses