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	param	t-stat
$ω$	4.5442	19.66
$α$	0.2067	19.88
$β$	0.7885	148.99
$γ$	-0.2067	-19.40

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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