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	param	t-stat
$ω$	1.0000	5.10
$α$	0.0723	13.18
$β$	0.8044	38.73
$γ$	-1.0000	-458.92
$δ$	0.5829	8.62

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CBOE 1-Day Volatility Index APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses