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	param	t-stat
$ω$	1.2771	5.64
$α$	0.2644	5.05
$β$	0.1629	1.95
$γ_{1}$	0.1700	2.36
$γ_{2}$	-0.2224	-2.15
$γ_{3}$	0.0116	0.18
$γ_{4}$	0.1186	2.07
$γ_{5}$	-0.2330	-3.28

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CBOE Google Volatility Index Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Google Volatility Index Analyses