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	param	t-stat
$ω$	0.0178	18.97
$α$	0.0547	7.33
$β$	0.8661	188.60
$γ$	0.1268	11.33

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CBOE VIX Tail Hedge Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Tail Hedge Index Analyses