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	param	t-stat
$ω$	0.0402	0.31
$α$	0.1190	33.70
$β$	0.7942	197.11
$γ$	-4.1246	-23.38

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CBOE 3-Month Volatility Index AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses