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	param	t-stat
$ω$	5.0000	11.73
$α$	0.1612	11.70
$β$	0.8112	87.62
$γ$	-0.1612	-11.41

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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