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	param	t-stat
$ω$	5.0000	8.93
$α$	0.0627	12.19
$β$	0.9323	232.78
$γ$	-0.0627	-6.58

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