CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.6230	1.37
$α$	0.0673	177.47
$β$	0.9990	1,370.37
$ν$	2.0000	17,543.86

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Delattre Levivier Maroc GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Delattre Levivier Maroc Analyses