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	param	t-stat
$ω$	1.5605	7.68
$α$	0.1697	6.73
$β$	0.6462	12.87
$γ_{1}$	0.1771	5.79
$γ_{2}$	-0.2496	-5.36
$γ_{3}$	0.0887	2.86
$γ_{4}$	-0.0136	-0.66

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