CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1473	16.47
$β$	0.3311	12.50
$γ$	0.1606	9.36
$λ_{1}$	2.4740	0.60
$λ_{2}$	0.0548	0.87
$λ_{3}$	0.9056	7.43

V-Lab

African Sun Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other African Sun Ltd Analyses