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	param	t-stat
$ω$	3.3660	13.37
$α$	0.0202	2.42
$β$	0.2554	6.62
$γ$	0.7524	7.32

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CBOE Realized Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses