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	param	t-stat
$ω$	1.5595	7.67
$α$	0.1694	6.73
$β$	0.6473	12.95
$γ_{1}$	0.1762	5.78
$γ_{2}$	-0.2484	-5.36
$γ_{3}$	0.0883	2.86
$γ_{4}$	-0.0133	-0.65

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