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	param	t-stat
$ω$	2.2152	20.52
$α$	0.2902	18.42
$β$	0.7522	126.42
$γ$	-0.2902	-18.69

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