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	param	t-stat
$ω$	5.0000	7.98
$α$	0.0575	11.37
$β$	0.9354	232.86
$γ$	-0.0575	-6.12

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