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	param	t-stat
$ω$	0.5970	8.12
$α$	0.2773	9.88
$β$	0.6818	18.91
$γ$	-0.2414	-10.91

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CBOE Realized Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses