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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9962	12.28***
α ARCH Response to squared shocks	0.1371	15.28***
β GARCH Volatility persistence	0.8713	165.62***
γ leverage Additional response to negative shocks	-0.1371	-14.00***

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CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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