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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7392	5.53***
α ARCH Response to squared shocks	0.1427	5.45***
β GARCH Volatility persistence	0.6686	9.63***

γ₁	-0.1615	-1.04
γ₂	0.1857	0.80
γ₃	-0.0015	-0.01
γ₄	-0.0636	-0.40
γ₅	0.0909	0.67
γ₆	-0.2204	-1.42
γ₇	0.4266	2.98***
γ₈	-0.3758	-4.41***

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