CBOE Volatility Index

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	param	t-stat
$ω$	52.0602	14.46
$α$	0.1236	27.93
$β$	0.9149	169.92
$ν$	3.9603	13.08

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