CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2162	4.82
$α$	0.0602	3.67
$β$	0.8823	25.25
$γ_{1}$	0.0126	0.39
$γ_{2}$	0.0193	0.41
$γ_{3}$	-0.0915	-2.55

V-Lab

Alon Gas Energy Development Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alon Gas Energy Development Analyses