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	param	t-stat
$ω$	1.1961	5.40
$α$	0.2902	5.26
$β$	0.1668	2.16
$γ_{1}$	0.0965	1.99
$γ_{2}$	-0.1597	-2.34
$γ_{3}$	0.0833	2.32
$γ_{4}$	-0.0173	-0.83

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