CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$α$	0.0167	3.12
$β$	0.6589	20.08
$γ$	0.2466	9.82
$λ_{1}$	3.9658	4.56

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C-Lab Ltd MF2-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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