CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.1418	11.22
$β$	0.6506	13.55
$γ$	-0.1037	-6.15
$λ_{1}$	7.7890	0.06
$λ_{2}$	0.1767	0.06
$λ_{3}$	0.0000	0.00

V-Lab

Endymed Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Endymed Ltd Analyses