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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5566	7.63***
α ARCH Response to squared shocks	0.1685	6.75***
β GARCH Volatility persistence	0.6515	13.33***

γ₁	0.1716	5.72***
γ₂	-0.2422	-5.31***
γ₃	0.0845	2.79***
γ₄	-0.0096	-0.48

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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