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	param	t-stat
$ω$	0.6820	10.79
$α$	0.0883	7.91
$β$	0.8442	171.91
$γ$	-1.0000	-5.08
$δ$	1.1284	29.77

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CBOE Volatility Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses