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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7382	5.52***
α ARCH Response to squared shocks	0.1431	5.43***
β GARCH Volatility persistence	0.6673	9.51***

γ₁	-0.1629	-1.05
γ₂	0.1869	0.80
γ₃	-0.0012	-0.01
γ₄	-0.0631	-0.40
γ₅	0.0899	0.66
γ₆	-0.2207	-1.40
γ₇	0.4260	2.95***
γ₈	-0.3721	-4.33***

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