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	param	t-stat
$ω$	5.0000	15.90
$α$	0.2169	14.44
$β$	0.7960	132.22
$γ$	-0.2169	-14.85

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