CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8971	3.27
$α$	0.2637	5.03
$β$	0.3440	3.97
$γ_{1}$	3.1671	1.55
$γ_{2}$	-3.3153	-1.02
$γ_{3}$	-0.2239	-0.11
$γ_{4}$	-0.5474	-0.41
$γ_{5}$	3.0198	2.75
$γ_{6}$	-3.9868	-3.37
$γ_{7}$	3.4709	2.76
$γ_{8}$	-3.4327	-3.09
$γ_{9}$	3.9058	3.55
$γ_{10}$	-7.1752	-5.34

V-Lab

African Sun Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other African Sun Ltd Analyses