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	param	t-stat
$ω$	70.0062	3.84
$α$	0.1308	14.50
$β$	0.9163	39.97
$ν$	2.8220	12.20

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