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	param	t-stat
$ω$	5.0000	8.73
$α$	0.0955	7.05
$β$	0.8664	79.71
$γ$	-0.0923	-5.97

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CBOE Google Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses