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	param	t-stat
$ω$	0.8778	18.97
$α$	0.2917	18.90
$β$	0.7730	129.02
$γ$	-0.2917	-18.63

V-Lab

CBOE S&P 500 6-Month Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 6-Month Volatility Index Analyses