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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	68.7562	3.80***
α ARCH Response to squared shocks	0.1290	14.83***
β GARCH Volatility persistence	0.9200	41.61***
ν DF Student-t tail thickness	2.8317	12.28***

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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