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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.3508	21.82***
α ARCH Response to squared shocks	0.2092	27.47***
β GARCH Volatility persistence	0.6561	62.40***

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CBOE 3-Month Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses