CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0933	5.86
$α$	0.1589	9.70
$β$	0.7340	28.42
$γ_{1}$	0.0914	1.33
$γ_{2}$	-0.2278	-2.13
$γ_{3}$	0.2127	2.79
$γ_{4}$	-0.1071	-1.59
$γ_{5}$	0.0365	0.52
$γ_{6}$	0.0451	0.66
$γ_{7}$	-0.0250	-0.40
$γ_{8}$	-0.1602	-2.46
$γ_{9}$	0.3980	3.99

V-Lab

Fauji Fertilizer Bin Qasim 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