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	param	t-stat
$ω$	40.8327	11.44
$α$	0.1546	19.11
$β$	0.8902	86.33
$ν$	4.3965	8.04

V-Lab

CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Goldman Sachs Volatility Index Analyses