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	param	t-stat
$ω$	0.9851	23.54
$α$	0.4399	23.47
$β$	0.6022	64.62
$γ$	-0.2271	-9.47

V-Lab

CBOE S&P 500 6-Month Volatility Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 6-Month Volatility Index Analyses