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	param	t-stat
$ω$	40.2951	11.34
$α$	0.1525	19.46
$β$	0.8942	89.36
$ν$	4.4042	8.10

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