The file impvol strike1 tom1.txt contains the implied vo
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The file impvol strike1 tom1.txt contains the implied volatilities of call options on the S& P500 index from January 3,
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The file impvol strike1 tom1.txt contains the implied volatilities of call options on the S& P500 index from January 3, 2005 to April 10, 2006 with 1 year to maturity and strike price $1. Fit an ARIMA model to the time series of logarithms of implied volatilities.
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