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	param	t-stat
$ω$	2.1938	12.72
$α$	0.1416	15.16
$β$	0.8642	156.02
$γ$	-0.1416	-13.88

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CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Goldman Sachs Volatility Index Analyses