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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8485	8.31***
α ARCH Response to squared shocks	0.1469	5.32***
β GARCH Volatility persistence	0.6688	10.30***

γ₁	-0.0234	-0.81
γ₂	0.0379	0.85
γ₃	-0.0568	-1.75*
γ₄	0.1361	3.51***

V-Lab

CBOE VIX Indicative Bid Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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