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	param	t-stat
$ω$	1.5624	7.70
$α$	0.1695	6.71
$β$	0.6458	12.79
$γ_{1}$	0.1796	5.81
$γ_{2}$	-0.2529	-5.38
$γ_{3}$	0.0906	2.89
$γ_{4}$	-0.0154	-0.74

V-Lab

CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Goldman Sachs Volatility Index Analyses