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	param	t-stat
$ω$	5.0000	8.86
$α$	0.2015	9.00
$β$	0.8258	81.13
$γ$	-0.2015	-8.01

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CBOE IBM Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses