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	param	t-stat
$ω$	2.8633	16.97
$α$	0.1666	16.65
$β$	0.8324	111.95
$γ$	-0.1363	-11.05

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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