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	param	t-stat
$ω$	5.0000	11.96
$α$	0.1611	11.77
$β$	0.8106	87.86
$γ$	-0.1611	-11.50

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CBOE Apple Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses