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	param	t-stat
$ω$	0.3925	3.40
$α$	0.0359	5.20
$β$	0.9206	55.66
$γ$	0.1816	20.34

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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