CBOE Volatility Index

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	param	t-stat
$ω$	0.8936	5.75
$α$	0.1304	7.21
$β$	0.7192	18.94
$γ_{1}$	0.0012	0.04
$γ_{2}$	0.0411	0.85
$γ_{3}$	-0.0789	-2.19
$γ_{4}$	0.0489	1.27
$γ_{5}$	-0.0229	-0.70
$γ_{6}$	0.0427	1.54
$γ_{7}$	-0.0585	-2.66

V-Lab

CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE DJIA Volatility Index Analyses