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	param	t-stat
$ω$	0.2122	7.70
$α$	0.0838	16.83
$β$	0.9420	191.82
$γ$	0.1847	33.84

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CBOE Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses