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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8782	9.57***
α ARCH Response to squared shocks	0.3780	5.68***
β GARCH Volatility persistence	0.0952	1.84*

V-Lab

CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses