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	param	t-stat
$ω$	5.0000	14.77
$α$	0.0973	12.58
$β$	0.8795	225.41
$γ$	0.0129	0.77

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