CBOE Volatility Index

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	param	t-stat
$ω$	0.2748	14.08
$α$	0.0869	38.90
$β$	0.8918	276.35
$γ$	-1.0000	-67.02
$δ$	0.9068	34.76

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CBOE Volatility Index - OLD APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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