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	param	t-stat
$ω$	40.8361	11.49
$α$	0.1555	19.14
$β$	0.8898	86.53
$ν$	4.4069	8.06

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