CBOE Volatility Index

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	param	t-stat
$ω$	3.2239	17.45
$α$	0.1230	25.97
$β$	0.8200	113.57

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CBOE DJIA Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE DJIA Volatility Index Analyses