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	param	t-stat
$ω$	0.8675	14.80
$α$	0.1468	7.53
$β$	0.7031	19.98
$γ_{1}$	0.0044	2.83
$γ_{2}$	-0.0115	-3.79

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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