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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5397	13.02***
α ARCH Response to squared shocks	0.1083	27.31***
β GARCH Volatility persistence	0.8310	85.02***
γ leverage Additional response to negative shocks	-1.0000	-65.18***
δ power Transformation power	0.8364	24.35***

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CBOE VIX Indicative Bid Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Bid Index Analyses