CBOE Volatility Index

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	param	t-stat
$ω$	3.2775	17.53
$α$	0.1235	26.00
$β$	0.8180	112.20

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CBOE DJIA Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE DJIA Volatility Index Analyses