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	param	t-stat
$ω$	5.0000	8.98
$α$	0.2034	9.13
$β$	0.8252	81.85
$γ$	-0.2034	-8.13

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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