CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5673	3.72
$α$	0.2687	5.26
$β$	0.3753	4.60
$γ_{1}$	1.3970	2.68
$γ_{2}$	-2.2299	-3.18
$γ_{3}$	1.3719	3.31
$γ_{4}$	-0.6687	-1.93
$γ_{5}$	-0.1198	-0.39
$γ_{6}$	0.4407	2.05

V-Lab

African Sun Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other African Sun Ltd Analyses