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Parameter	Value	t-statistic
ω const Unconditional variance weight	82.1017	3.50***
α ARCH Response to squared shocks	0.1276	14.43***
β GARCH Volatility persistence	0.9057	31.47***
ν DF Student-t tail thickness	2.4932	17.16***

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CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses