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	param	t-stat
$ω$	0.9018	9.52
$α$	0.1142	10.16
$β$	0.8896	149.78
$γ$	-0.0594	-4.49

V-Lab

CBOE EuroCurrency ETF Volatility Index GJR-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EuroCurrency ETF Volatility Index Analyses