CBOE Volatility Index

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	param	t-stat
$ω$	0.0537	14.84
$α$	0.0946	15.38
$β$	0.9054	288.61
$γ$	0.0001	0.01

V-Lab

Arco Vara As GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Arco Vara As Analyses