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	param	t-stat
$ω$	0.9052	7.93
$α$	0.3751	5.58
$β$	0.1047	1.90
$γ_{1}$	-0.0003	-0.09

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CBOE IBM Volatility Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses