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	param	t-stat
$ω$	0.0416	7.76
$α$	0.2579	19.12
$β$	0.9305	120.36
$γ$	0.0887	7.63

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CBOE Interest Rate Swap Volatility Index EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Interest Rate Swap Volatility Index Analyses