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	param	t-stat
$ω$	81.2706	3.44
$α$	0.1267	14.51
$β$	0.9089	32.15
$ν$	2.5048	16.92

V-Lab

CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses