CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	147.1248	22.30
$α$	0.0579	140.51
$β$	0.9988	16,646.30
$ν$	2.0002	2,000,173.00

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Holcim Maroc GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Holcim Maroc Analyses