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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1988	5.38***
α ARCH Response to squared shocks	0.2939	5.28***
β GARCH Volatility persistence	0.1682	2.19**

γ₁	0.0952	1.97**
γ₂	-0.1575	-2.32**
γ₃	0.0811	2.26**
γ₄	-0.0152	-0.73

V-Lab

CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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