CBOE Volatility Index

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	param	t-stat
$ω$	2.0119	15.29
$α$	0.0979	32.68
$β$	0.7565	176.51
$γ$	-5.1361	-26.72

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CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses