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	param	t-stat
$ω$	68.7166	3.88
$α$	0.1297	14.71
$β$	0.9178	41.22
$ν$	2.8368	12.17

V-Lab

CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses