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	param	t-stat
$ω$	1.9799	9.61
$α$	0.1078	42.29
$β$	0.7783	241.92
$γ$	-5.4375	-29.21

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CBOE Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:92.70% (-4.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses