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	param	t-stat
$ω$	1.5652	7.69
$α$	0.1715	6.74
$β$	0.6427	12.68
$γ_{1}$	0.1805	5.79
$γ_{2}$	-0.2536	-5.35
$γ_{3}$	0.0896	2.83
$γ_{4}$	-0.0142	-0.67

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

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Goldman Sachs Volatility Index Analyses