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	param	t-stat
$ω$	1.1688	7.82
$α$	0.1216	4.38
$β$	0.5860	6.18
$γ_{1}$	0.0277	1.74
$γ_{2}$	-0.0468	-2.02
$γ_{3}$	0.0286	2.24

V-Lab

CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses