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	param	t-stat
$ω$	2.1096	12.55
$α$	0.1399	15.23
$β$	0.8672	160.13
$γ$	-0.1399	-13.96

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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