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	param	t-stat
$ω$	5.0000	13.39
$α$	0.0425	16.60
$β$	0.9271	228.06

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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