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	param	t-stat
$ω$	0.8902	13.88
$α$	0.0706	1.58
$β$	0.0000	0.00
$γ_{1}$	-0.0014	-1.67

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