CBOE Volatility Index

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	param	t-stat
$ω$	0.6682	9.18
$α$	0.0798	6.28
$β$	0.8356	124.32
$γ$	-1.0000	-3.85
$δ$	1.1344	22.94

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CBOE Russell 2000 Volatility Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses