CBOE Volatility Index

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	param	t-stat
$ω$	54.9777	10.41
$α$	0.0629	114.10
$β$	0.9990	11,224.72
$ν$	2.1651	1,810.30

V-Lab

Mongolia Stock Exchange Top 20 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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