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	param	t-stat
$ω$	4.5530	19.67
$α$	0.2063	19.85
$β$	0.7884	148.47
$γ$	-0.2063	-19.34

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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