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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	68.9953	3.81***
α ARCH Response to squared shocks	0.1304	14.93***
β GARCH Volatility persistence	0.9199	41.74***
ν DF Student-t tail thickness	2.8333	12.42***

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CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses