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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0608	7.07
$α$	0.1316	4.70
$β$	0.5769	6.49
$γ_{1}$	0.8395	2.31
$γ_{2}$	-2.0538	-3.57
$γ_{3}$	2.0433	4.64
$γ_{4}$	-0.9153	-2.16
$γ_{5}$	-0.1124	-0.31
$γ_{6}$	-0.0572	-0.18
$γ_{7}$	0.7098	1.75
$γ_{8}$	-0.7609	-1.78
$γ_{9}$	0.5112	1.54

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JA Solar Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JA Solar Holdings Co Ltd Analyses