CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0011	5.04
$α$	0.0159	6.16
$β$	0.9713	425.81
$γ$	0.3025	8.64
$δ$	2.3641	19.97

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MetaTech Trading Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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