CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8881	5.71
$α$	0.0735	6.11
$β$	0.8823	44.51
$γ_{1}$	-0.0112	-1.72
$γ_{2}$	0.0204	1.62

V-Lab

Buruj Cooperative Ins Co Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Buruj Cooperative Ins Co Analyses