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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	62.0710	14.63***
α ARCH Response to squared shocks	0.1455	15.83***
β GARCH Volatility persistence	0.8507	78.18***
ν DF Student-t tail thickness	4.6431	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