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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7389	5.54***
α ARCH Response to squared shocks	0.1434	5.43***
β GARCH Volatility persistence	0.6667	9.56***

γ₁	-0.1611	-1.05
γ₂	0.1854	0.81
γ₃	-0.0014	-0.01
γ₄	-0.0639	-0.40
γ₅	0.0886	0.65
γ₆	-0.2108	-1.39
γ₇	0.4117	2.91***
γ₈	-0.3636	-4.36***

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