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	param	t-stat
$ω$	1.5601	7.69
$α$	0.1695	6.72
$β$	0.6456	12.80
$γ_{1}$	0.1777	5.80
$γ_{2}$	-0.2505	-5.38
$γ_{3}$	0.0896	2.88
$γ_{4}$	-0.0146	-0.70

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