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	param	t-stat
$ω$	0.9400	7.92
$α$	0.0554	1.46
$β$	0.0000	0.00
$γ_{1}$	0.0496	1.20
$γ_{2}$	-0.0975	-1.48
$γ_{3}$	0.0818	1.56
$γ_{4}$	-0.0475	-1.25

V-Lab

CBOE Realized Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses