CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5553	3.63
$α$	0.2081	15.92
$β$	0.6685	23.64
$γ$	0.0303	1.66
$δ$	2.1787	7.96

V-Lab

SAMIR APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAMIR Analyses