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	param	t-stat
$ω$	15.0000	3.41
$α$	0.1637	23.67
$β$	0.8093	174.13
$γ$	-10.0000	-10.90

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CBOE 1-Day Volatility Index AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses