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	param	t-stat
$ω$	0.7463	5.22
$α$	0.1486	5.56
$β$	0.6611	10.31
$γ_{1}$	-0.1689	-0.84
$γ_{2}$	0.1801	0.62
$γ_{3}$	-0.0204	-0.11
$γ_{4}$	0.0843	0.39
$γ_{5}$	-0.2134	-0.69
$γ_{6}$	0.2805	0.90
$γ_{7}$	-0.4043	-1.73
$γ_{8}$	0.6276	3.43
$γ_{9}$	-0.5382	-4.84

V-Lab

CBOE VIX Indicative Bid Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Bid Index Analyses