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	param	t-stat
$ω$	0.8667	14.82
$α$	0.1462	7.53
$β$	0.7040	20.03
$γ_{1}$	0.0043	2.82
$γ_{2}$	-0.0114	-3.78

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SMI Volatility Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMI Volatility Index Analyses