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	param	t-stat
$ω$	0.0718	6.77
$α$	0.1315	43.63
$β$	0.8566	284.41
$γ$	-0.6537	-13.17

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CBOE Skew Index AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses