CBOE Volatility Index

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	param	t-stat
$m$	26
$α$	0.6833	27.03
$β$	0.1740	12.52
$γ$	-0.4154	-6.38
$λ_{1}$	0.0172	1.36
$λ_{2}$	0.0072	2.26
$λ_{3}$	0.9906	337.40

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Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

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