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	param	t-stat
$ω$	5.0000	15.81
$α$	0.2186	14.35
$β$	0.7957	131.52
$γ$	-0.2186	-14.77

V-Lab

CBOE VIX Indicative Ask Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Ask Index Analyses