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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	20.69***
α ARCH Response to squared shocks	0.1636	27.56***
β GARCH Volatility persistence	0.7050	68.60***

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CBOE Goldman Sachs Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Goldman Sachs Volatility Index Analyses