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	param	t-stat
$ω$	1.7425	7.70
$α$	0.0832	5.22
$β$	0.7258	21.98
$γ$	0.1936	10.79

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CBOE 1-Day Volatility Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses