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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	5.0000	14.33
$α$	0.3278	10.68
$β$	0.5344	31.31
$γ$	-0.0188	-0.36

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ATA Creativity Global GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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