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	param	t-stat
$ω$	2.2299	20.69
$α$	0.2903	18.46
$β$	0.7516	126.09
$γ$	-0.2903	-18.72

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