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	param	t-stat
$ω$	3.2919	17.35
$α$	0.1243	25.94
$β$	0.8174	110.63

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CBOE DJIA Volatility Index GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses