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	param	t-stat
$ω$	1.2679	5.66
$α$	0.2562	5.05
$β$	0.1553	1.89
$γ_{1}$	0.1655	2.35
$γ_{2}$	-0.2199	-2.18
$γ_{3}$	0.0188	0.30
$γ_{4}$	0.1096	1.96
$γ_{5}$	-0.2420	-3.07

V-Lab

CBOE Google Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses