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	param	t-stat
$ω$	0.8749	9.36
$α$	0.3787	5.60
$β$	0.1016	1.90
$γ_{1}$	-0.0021	-2.34

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CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses