CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0584	8.57
$α$	0.0294	14.94
$β$	0.9584	342.78

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Centrale Danone GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centrale Danone Analyses