CBOE Volatility Index

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	param	t-stat
$m$	61
$α$	0.0847	14.61
$β$	0.7906	74.47
$γ$	0.0471	4.03
$λ_{1}$	0.0004	0.92
$λ_{2}$	0.0041	1.95
$λ_{3}$	0.9952	367.37

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