CBOE Volatility Index

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	param	t-stat
$ω$	0.5000	10.49
$α$	0.1269	9.32
$β$	0.8111	60.39
$γ$	-0.0207	-1.17

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Cic Holdings Plc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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