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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	2.9075	11.55
$α$	0.1011	9.58
$β$	0.7687	52.77
$γ$	-0.0331	-1.92

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Baozun Inc GJR-GARCH Volatility Analysis

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