CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7769	20.51
$α$	0.1785	15.76
$β$	0.6671	58.75
$γ$	0.0228	1.04

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Guaranty Trust Bank PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guaranty Trust Bank PLC Analyses