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	param	t-stat
$ω$	0.0889	10.20
$α$	0.2325	12.66
$β$	0.7873	72.32
$γ$	-0.1568	-6.98

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CBOE Interest Rate Swap Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Interest Rate Swap Volatility Index Analyses