CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0483	11.30***
α ARCH Response to squared shocks	0.0353	21.55***
β GARCH Volatility persistence	0.9597	559.93***

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Inversora Juramento Sa GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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