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	param	t-stat
$ω$	5.0000	14.77
$α$	0.0980	12.57
$β$	0.8793	224.88
$γ$	0.0127	0.75

V-Lab

CBOE S&P 500 Left Tail Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Left Tail Volatility Index Analyses