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	param	t-stat
$ω$	0.1131	5.58
$α$	0.0898	17.23
$β$	0.9686	251.45
$γ$	0.1291	20.59

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CBOE Goldman Sachs Volatility Index EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Goldman Sachs Volatility Index Analyses