CBOE Volatility Index

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	param	t-stat
$ω$	0.7114	7.06
$α$	0.1698	2.68
$β$	0.1962	1.24
$γ_{1}$	-0.1104	-2.33

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CFG Bank SA Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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