CBOE Volatility Index

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	param	t-stat
$ω$	52.2519	14.38
$α$	0.1240	27.89
$β$	0.9150	168.94
$ν$	3.9547	13.11

V-Lab

CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE DJIA Volatility Index Analyses