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	param	t-stat
$ω$	1.1959	5.41
$α$	0.2884	5.25
$β$	0.1656	2.14
$γ_{1}$	0.0989	2.02
$γ_{2}$	-0.1634	-2.38
$γ_{3}$	0.0861	2.37
$γ_{4}$	-0.0197	-0.93

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