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	param	t-stat
$ω$	0.8750	9.49
$α$	0.3776	5.64
$β$	0.0982	1.87
$γ_{1}$	-0.0020	-2.36

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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