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	param	t-stat
$ω$	2.9593	11.37
$α$	0.0155	2.11
$β$	0.3430	8.57
$γ$	0.6296	6.50

V-Lab

CBOE Realized Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses