CBOE Volatility Index

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	param	t-stat
$ω$	52.3121	14.33
$α$	0.1241	27.95
$β$	0.9153	168.35
$ν$	3.9595	13.10

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