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	param	t-stat
$ω$	2.0793	9.88
$α$	0.1076	42.26
$β$	0.7747	235.05
$γ$	-5.5291	-29.62

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CBOE Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses