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	param	t-stat
$ω$	4.6846	19.83
$α$	0.2058	19.92
$β$	0.7857	145.83
$γ$	-0.2058	-19.39

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses