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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	12.00***
α ARCH Response to squared shocks	0.0480	3.79***
β GARCH Volatility persistence	0.1602	2.47**

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CBOE Realized Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses