CBOE Volatility Index

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	param	t-stat
$ω$	1.9420	23.26
$α$	0.3457	7.01
$β$	0.0000	0.00
$γ$	-0.2458	-4.15

V-Lab

CFG Bank SA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CFG Bank SA Analyses