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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	17.25***
α ARCH Response to squared shocks	0.1954	16.42***
β GARCH Volatility persistence	0.8131	151.30***
γ leverage Additional response to negative shocks	-0.1954	-14.83***

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CBOE VIX Indicative Bid Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Bid Index Analyses