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	param	t-stat
$ω$	0.7908	7.75
$α$	0.1174	18.22
$β$	0.7714	68.49
$γ$	-0.6271	-13.45
$δ$	1.1053	17.84

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CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index Analyses