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	param	t-stat
$ω$	0.8947	10.06
$α$	0.1700	5.15
$β$	0.5598	7.39
$γ_{1}$	-0.0275	-1.38
$γ_{2}$	0.0428	1.44
$γ_{3}$	-0.0217	-1.29

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CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index Zero Slope Spline-GARCH 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