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	param	t-stat
$ω$	5.0000	2.81
$α$	0.0220	6.02
$β$	0.9802	403.21
$γ$	-0.0220	-3.23

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CBOE 1-Day Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses