CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9687	7.71
$α$	0.1113	8.44
$β$	0.5614	13.98
$γ$	1.1543	7.75

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C-Lab Ltd AGARCH Volatility Analysis

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News Impact Curve

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