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	param	t-stat
$ω$	5.0000	8.67
$α$	0.0945	7.00
$β$	0.8670	79.48
$γ$	-0.0912	-5.92

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CBOE Google Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses