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	param	t-stat
$ω$	2.3259	16.16
$α$	0.1623	10.21
$β$	0.8100	121.10
$γ$	-0.1009	-3.43

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CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses