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	param	t-stat
$ω$	0.2220	7.79
$α$	0.0845	16.94
$β$	0.9395	183.35
$γ$	0.1845	33.60

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CBOE Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses