CBOE Volatility Index

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	param	t-stat
$ω$	0.8215	11.02
$α$	0.1242	8.75
$β$	0.7638	29.82
$γ_{1}$	0.0013	2.54

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CBOE Volatility Index - OLD Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index - OLD Analyses