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	param	t-stat
$ω$	2.2308	20.72
$α$	0.2893	18.46
$β$	0.7516	126.10
$γ$	-0.2893	-18.71

V-Lab

CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses