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	param	t-stat
$ω$	2.2729	16.08
$α$	0.1615	10.17
$β$	0.8116	120.68
$γ$	-0.0987	-3.29

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CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses