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	param	t-stat
$ω$	5.0000	5.06
$α$	0.1408	4.30
$β$	0.8428	47.50
$γ$	-0.1408	-4.19

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CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Amazon Volatility Index Analyses