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	param	t-stat
$ω$	1.6894	16.65
$α$	0.3793	26.83
$β$	0.5815	22.92
$γ$	0.1828	14.15

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CBOE IBM Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses