CBOE Volatility Index

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	param	t-stat
$ω$	0.0169	13.36
$α$	0.1928	26.36
$β$	0.8083	175.86
$γ$	-0.0022	-0.20

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SOFIX Index Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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