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	param	t-stat
$ω$	1.8294	8.84
$α$	0.1067	42.77
$β$	0.7801	248.12
$γ$	-5.5804	-29.98

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CBOE Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses