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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.81***
α ARCH Response to squared shocks	0.1372	22.52***
β GARCH Volatility persistence	0.8412	161.43***

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CBOE S&P 500 9-Day Volatility Index MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 9-Day Volatility Index Analyses