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	param	t-stat
$ω$	1.0119	10.33
$α$	0.1369	7.49
$β$	0.7141	20.03
$γ_{1}$	0.0036	3.51
$γ_{2}$	-0.0062	-3.23

V-Lab

CBOE Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses