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	param	t-stat
$ω$	80.7283	3.48
$α$	0.1274	14.54
$β$	0.9085	32.28
$ν$	2.5125	16.80

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