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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	62.2146	14.59***
α ARCH Response to squared shocks	0.1461	15.83***
β GARCH Volatility persistence	0.8509	78.06***
ν DF Student-t tail thickness	4.6502	6.21***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Bid Index Analyses