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	param	t-stat
$ω$	0.7369	5.49
$α$	0.1423	5.44
$β$	0.6695	9.56
$γ_{1}$	-0.1640	-1.04
$γ_{2}$	0.1880	0.80
$γ_{3}$	-0.0022	-0.01
$γ_{4}$	-0.0605	-0.39
$γ_{5}$	0.0901	0.66
$γ_{6}$	-0.2301	-1.40
$γ_{7}$	0.4422	3.00
$γ_{8}$	-0.3846	-4.35

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