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	param	t-stat
$ω$	15.0000	16.35
$α$	0.1327	15.56
$β$	0.5022	28.73
$γ$	-5.9304	-15.71

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CBOE IBM Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses