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	param	t-stat
$ω$	5.0000	17.24
$α$	0.1957	16.42
$β$	0.8130	150.94
$γ$	-0.1957	-14.83

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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