CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1100	12.22
$α$	0.0655	21.64
$β$	0.8990	199.65
$γ$	0.3764	6.15

V-Lab

Alon Gas Energy Development AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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