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	param	t-stat
$ω$	3.4658	13.82
$α$	0.0201	2.46
$β$	0.2375	6.21
$γ$	0.7661	7.54

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