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	param	t-stat
$ω$	5.0000	8.97
$α$	0.0624	12.09
$β$	0.9325	233.05
$γ$	-0.0624	-6.36

V-Lab

CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 9-Day Volatility Index Analyses