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	param	t-stat
$ω$	0.9334	7.93
$α$	0.0634	1.61
$β$	0.0000	0.00
$γ_{1}$	0.0492	1.23
$γ_{2}$	-0.0985	-1.54
$γ_{3}$	0.0885	1.72
$γ_{4}$	-0.0568	-1.52

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