CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9555	3.32
$α$	0.0968	5.14
$β$	0.6307	12.19
$γ$	0.4418	9.09
$δ$	2.1798	8.36

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C-Lab Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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