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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	15.91***
α ARCH Response to squared shocks	0.2176	14.47***
β GARCH Volatility persistence	0.7955	132.44***
γ leverage Additional response to negative shocks	-0.2176	-14.88***

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CBOE VIX Indicative Ask Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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