CBOE Volatility Index

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	param	t-stat
$m$	26
$α$	0.6721	25.38
$β$	0.1709	12.18
$γ$	-0.4063	-5.93
$λ_{1}$	0.0184	1.32
$λ_{2}$	0.0079	2.29
$λ_{3}$	0.9900	304.13

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Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

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