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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0458	18.01
$α$	0.0971	22.22
$β$	0.9026	236.41
$γ$	0.2625	8.33
$δ$	1.3407	26.57

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Invesco DB Oil Fund APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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