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	param	t-stat
$ω$	15.0000	18.38
$α$	0.0971	25.90
$β$	0.7486	180.22
$γ$	-10.0000	-20.25

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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