CBOE Volatility Index

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	param	t-stat
$ω$	0.0677	6.22
$α$	0.0916	13.42
$β$	0.9053	134.38
$γ$	0.5280	8.00
$δ$	1.1427	12.51

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Time Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Time Inc Analyses