CBOE Volatility Index

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	param	t-stat
$ω$	3.1379	5.65
$α$	0.1614	5.68
$β$	0.7849	20.15
$ν$	3.6704	3.23

V-Lab

CFG Bank SA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CFG Bank SA Analyses