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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1707	8.61***
α ARCH Response to squared shocks	0.3858	25.09***
β GARCH Volatility persistence	0.5377	49.56***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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