CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9831	3.07
$α$	0.1849	4.57
$β$	0.7417	18.36
$γ_{1}$	-0.2286	-0.30
$γ_{2}$	0.9406	0.71
$γ_{3}$	-4.3684	-2.88

V-Lab

Time Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Time Inc Analyses