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	param	t-stat
$ω$	0.0438	12.37
$α$	0.2165	36.04
$β$	0.9797	650.52
$γ$	0.0759	10.14

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CBOE Skew Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses