CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0280	7.47
$α$	0.1616	10.10
$β$	0.7618	34.76
$γ_{1}$	-0.0259	-5.20
$γ_{2}$	0.0461	6.37
$γ_{3}$	-0.0275	-7.23

V-Lab

Fauji Fertilizer Bin Qasim Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fauji Fertilizer Bin Qasim Analyses