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	param	t-stat
$ω$	1.2779	4.66
$α$	0.2523	3.60
$β$	0.5902	6.58
$γ_{1}$	13.3905	2.41
$γ_{2}$	-14.8000	-1.60
$γ_{3}$	8.9209	1.10
$γ_{4}$	-24.1631	-2.50
$γ_{5}$	25.0780	3.17

V-Lab

Cboe Valid S&P 500 D P I ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cboe Valid S&P 500 D P I ETF Analyses