CBOE Volatility Index

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	param	t-stat
$ω$	805.2734	2.80
$α$	0.0803	40.11
$β$	0.9769	107.94
$ν$	2.0045	3,862.29

V-Lab

Cic Holdings Plc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cic Holdings Plc Analyses