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	param	t-stat
$ω$	2.3110	16.25
$α$	0.1629	10.23
$β$	0.8099	120.13
$γ$	-0.1000	-3.36

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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