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	param	t-stat
$ω$	0.0663	8.25
$α$	0.1488	13.97
$β$	0.8411	74.37
$γ$	-0.3087	-9.17
$δ$	1.0338	15.12

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CBOE Interest Rate Swap Volatility Index APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Interest Rate Swap Volatility Index Analyses