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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1086	6.38***
α ARCH Response to squared shocks	0.1084	8.69***
β GARCH Volatility persistence	0.8700	63.42***

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CBOE VIX Tail Hedge Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Tail Hedge Index Analyses