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	param	t-stat
$ω$	2.3468	16.46
$α$	0.1640	10.26
$β$	0.8073	116.77
$γ$	-0.1003	-3.33

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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