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	param	t-stat
$ω$	0.8765	9.43
$α$	0.3773	5.61
$β$	0.1011	1.89
$γ_{1}$	-0.0020	-2.33

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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