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	param	t-stat
$ω$	5.0000	8.99
$α$	0.1977	9.12
$β$	0.8268	81.73
$γ$	-0.1977	-8.10

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CBOE IBM Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses