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	param	t-stat
$ω$	1.1980	5.41
$α$	0.2857	5.23
$β$	0.1661	2.13
$γ_{1}$	0.1041	2.08
$γ_{2}$	-0.1716	-2.44
$γ_{3}$	0.0917	2.47
$γ_{4}$	-0.0239	-1.09

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