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	param	t-stat
$ω$	0.1103	10.30
$α$	0.1944	13.30
$β$	0.7394	51.77

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CBOE Interest Rate Swap Volatility Index GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Interest Rate Swap Volatility Index Analyses