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	param	t-stat
$ω$	5.0000	8.81
$α$	0.0967	7.12
$β$	0.8655	79.91
$γ$	-0.0934	-6.04

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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