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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9002	7.98***
α ARCH Response to squared shocks	0.3767	5.66***
β GARCH Volatility persistence	0.0994	1.86*

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CBOE IBM Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses