CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3018	7.52
$α$	0.2188	12.19
$β$	0.7812	51.32
$γ$	0.0021	0.04
$δ$	1.2704	11.51

V-Lab

Userway Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Userway Ltd Analyses