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	param	t-stat
$ω$	1.0133	9.88
$α$	0.1241	4.50
$β$	0.6047	6.61
$γ_{1}$	-0.0028	-0.92

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CBOE Apple Volatility Index Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Apple Volatility Index Analyses