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	param	t-stat
$ω$	1.5581	7.67
$α$	0.1686	6.73
$β$	0.6488	13.06
$γ_{1}$	0.1743	5.77
$γ_{2}$	-0.2460	-5.35
$γ_{3}$	0.0871	2.85
$γ_{4}$	-0.0122	-0.60

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