CBOE Volatility Index

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	param	t-stat
$ω$	384.7431	3.99
$α$	0.1563	140.70
$β$	0.9915	483.44
$ν$	2.0018	45,494.95

V-Lab

Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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