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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	81.9558	3.47***
α ARCH Response to squared shocks	0.1274	14.56***
β GARCH Volatility persistence	0.9074	31.81***
ν DF Student-t tail thickness	2.4957	17.20***

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CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses