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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	62.1162	14.57***
α ARCH Response to squared shocks	0.1458	15.84***
β GARCH Volatility persistence	0.8511	77.96***
ν DF Student-t tail thickness	4.6447	6.21***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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