CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2310	4.37
$α$	0.1633	8.28
$β$	0.6906	16.52
$γ_{1}$	0.1581	2.10
$γ_{2}$	-0.2735	-2.58
$γ_{3}$	0.2043	3.36
$γ_{4}$	-0.1061	-2.12
$γ_{5}$	0.0316	0.73
$γ_{6}$	-0.0779	-1.70
$γ_{7}$	0.1198	2.08
$γ_{8}$	-0.0777	-1.11
$γ_{9}$	0.0905	0.81

V-Lab

Engro Corp Ltd (Pak) 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