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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	59.3089	16.42***
α ARCH Response to squared shocks	0.1647	17.90***
β GARCH Volatility persistence	0.8394	80.81***
ν DF Student-t tail thickness	4.7402	7.10***

V-Lab

CBOE VIX Indicative Ask Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Ask Index Analyses