CBOE Volatility Index

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	param	t-stat
$ω$	0.0140	15.42
$α$	0.0744	15.98
$β$	0.9080	194.64
$γ$	-0.0064	-0.97

V-Lab

Jamaica Stock Exchange Market Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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