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	param	t-stat
$ω$	0.9897	5.33
$α$	0.1089	8.25
$β$	0.8643	58.95
$γ_{1}$	-0.0200	-1.43
$γ_{2}$	0.0377	1.79
$γ_{3}$	-0.0236	-2.08

V-Lab

CBOE VIX Tail Hedge Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Tail Hedge Index Analyses