CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2284	6.50
$α$	0.0377	10.51
$β$	0.9520	205.35

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Value Capital One LTD GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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