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	param	t-stat
$ω$	1.1945	5.42
$α$	0.2860	5.24
$β$	0.1649	2.12
$γ_{1}$	0.1004	2.04
$γ_{2}$	-0.1660	-2.40
$γ_{3}$	0.0883	2.42
$γ_{4}$	-0.0217	-1.02

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