CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1716	4.27
$α$	0.1661	8.75
$β$	0.6892	18.14
$γ_{1}$	0.1414	1.89
$γ_{2}$	-0.2455	-2.31
$γ_{3}$	0.1827	2.98
$γ_{4}$	-0.0860	-1.71
$γ_{5}$	0.0129	0.30
$γ_{6}$	-0.0596	-1.31
$γ_{7}$	0.0966	1.78
$γ_{8}$	-0.0369	-0.71
$γ_{9}$	-0.0118	-0.28

V-Lab

Engro Corp Ltd (Pak) Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Engro Corp Ltd (Pak) Analyses