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	param	t-stat
$ω$	1.1986	5.40
$α$	0.2877	5.24
$β$	0.1667	2.14
$γ_{1}$	0.1026	2.06
$γ_{2}$	-0.1693	-2.42
$γ_{3}$	0.0901	2.44
$γ_{4}$	-0.0226	-1.04

V-Lab

CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses