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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7534	5.39***
α ARCH Response to squared shocks	0.1880	4.99***
β GARCH Volatility persistence	0.5815	8.77***

γ₁	-0.1303	-0.80
γ₂	0.1621	0.65
γ₃	-0.0153	-0.09
γ₄	-0.0683	-0.46
γ₅	0.1508	1.00
γ₆	-0.3492	-2.11**
γ₇	0.6184	3.51***
γ₈	-0.7522	-2.31**

V-Lab

CBOE VIX Indicative Ask Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Ask Index Analyses