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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	59.4657	16.34***
α ARCH Response to squared shocks	0.1655	17.88***
β GARCH Volatility persistence	0.8397	80.67***
ν DF Student-t tail thickness	4.7446	7.11***

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