CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.3368	11.91
$β$	0.1995	2.47
$γ$	-0.2180	-4.21
$λ_{1}$	2.8545	0.33
$λ_{2}$	0.8439	0.34
$λ_{3}$	0.1561	0.06

V-Lab

Elmo Rent As MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Elmo Rent As Analyses