CBOE Volatility Index

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	param	t-stat
$ω$	0.4964	20.09
$α$	0.1555	17.19
$β$	0.7838	125.07
$γ$	-0.0199	-1.32

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Construction Jsc No 47 GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.39% (+1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Construction Jsc No 47 Analyses