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	param	t-stat
$ω$	1.1676	7.83
$α$	0.1202	4.38
$β$	0.5892	6.24
$γ_{1}$	0.0268	1.72
$γ_{2}$	-0.0458	-2.04
$γ_{3}$	0.0287	2.34

V-Lab

CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses