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	param	t-stat
$ω$	2.3686	16.64
$α$	0.1655	10.26
$β$	0.8054	113.25
$γ$	-0.1008	-3.26

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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