CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1552	30.23
$β$	0.6774	65.57
$γ$	0.0535	6.55
$λ_{1}$	0.0044	1.80
$λ_{2}$	0.0056	4.79
$λ_{3}$	0.9935	636.84

V-Lab

Engro Corp Ltd (Pak) MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Engro Corp Ltd (Pak) Analyses