CBOE Volatility Index

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	param	t-stat
$ω$	0.0116	12.18
$α$	0.0389	12.67
$β$	0.9515	570.41
$γ$	0.0162	2.84

V-Lab

Bermuda Stock Exchange Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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