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	param	t-stat
$ω$	0.0826	13.40
$α$	0.1617	22.12
$β$	0.8837	314.92
$γ$	-0.1002	-9.69

V-Lab

CBOE Skew Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses