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	param	t-stat
$ω$	0.0627	16.24
$α$	0.1053	29.42
$β$	0.8947	305.25
$γ$	-0.3263	-9.53
$δ$	1.5562	29.26

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CBOE Skew Index APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses