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	param	t-stat
$ω$	70.0281	3.89
$α$	0.1316	14.49
$β$	0.9154	40.08
$ν$	2.8317	12.15

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