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	param	t-stat
$ω$	5.0000	20.32
$α$	0.1607	27.23
$β$	0.7096	69.28

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CBOE Goldman Sachs Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Goldman Sachs Volatility Index Analyses