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	param	t-stat
$ω$	5.0000	18.93
$α$	0.2038	16.75
$β$	0.8095	151.93
$γ$	-0.2038	-15.35

V-Lab

CBOE VIX Indicative Bid Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Bid Index Analyses