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	param	t-stat
$ω$	0.7507	7.27
$α$	0.1108	7.13
$β$	0.7223	19.70
$γ_{1}$	0.0001	0.00
$γ_{2}$	0.0316	0.56
$γ_{3}$	-0.0737	-2.03
$γ_{4}$	0.0517	1.40
$γ_{5}$	-0.0027	-0.07
$γ_{6}$	-0.0066	-0.19
$γ_{7}$	-0.0359	-0.96
$γ_{8}$	0.1186	3.18
$γ_{9}$	-0.1587	-3.90
$γ_{10}$	0.0989	3.01

V-Lab

ICE BofAML U.S. Bond Market Option Volatility Estimate Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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