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	param	t-stat
$ω$	0.7839	13.13
$α$	0.1229	4.54
$β$	0.7051	12.55
$γ_{1}$	-0.0022	-2.13

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CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses