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	param	t-stat
$ω$	2.0166	12.32
$α$	0.1373	15.26
$β$	0.8707	164.63
$γ$	-0.1373	-13.97

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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