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	param	t-stat
$ω$	0.0826	13.39
$α$	0.1620	22.18
$β$	0.8836	315.47
$γ$	-0.1005	-9.73

V-Lab

CBOE Skew Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses