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	param	t-stat
$ω$	5.0000	2.79
$α$	0.0222	6.16
$β$	0.9800	401.98
$γ$	-0.0222	-3.37

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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