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	param	t-stat
$ω$	81.2431	3.50
$α$	0.1273	14.52
$β$	0.9071	31.93
$ν$	2.5056	16.89

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