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	param	t-stat
$ω$	2.3368	16.27
$α$	0.1627	10.21
$β$	0.8093	119.87
$γ$	-0.1007	-3.40

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CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses