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	param	t-stat
$ω$	45.2411	19.83
$α$	0.1244	26.28
$β$	0.9067	182.95
$ν$	5.2895	8.24

V-Lab

CBOE Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses