CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	50.1529	3.11
$α$	0.1300	43.78
$β$	0.9790	163.38
$ν$	2.3500	65.52

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Elmo Rent As GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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