CBOE Volatility Index

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	param	t-stat
$ω$	443.9570	3.86
$α$	0.1591	141.03
$β$	0.9912	446.87
$ν$	2.0015	51,320.97

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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