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	param	t-stat
$ω$	1.1744	7.78
$α$	0.1236	4.41
$β$	0.5872	6.26
$γ_{1}$	0.0286	1.77
$γ_{2}$	-0.0484	-2.05
$γ_{3}$	0.0296	2.29

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