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	param	t-stat
$ω$	5.0000	17.08
$α$	0.1897	13.98
$β$	0.7172	57.43
$γ$	-0.1315	-7.29

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CBOE Energy ETF Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Energy ETF Volatility Index Analyses