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	param	t-stat
$ω$	5.0000	9.47
$α$	0.1378	23.88
$β$	0.9003	192.58
$γ$	-0.1263	-11.20

V-Lab

CBOE S&P 500 Spot Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Spot Volatility Index Analyses