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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0085	10.07***
α ARCH Response to squared shocks	0.1222	4.52***
β GARCH Volatility persistence	0.6023	6.54***

V-Lab

CBOE Apple Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses