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	param	t-stat
$ω$	0.8792	19.05
$α$	0.2910	18.91
$β$	0.7730	129.05
$γ$	-0.2910	-18.64

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