CBOE Volatility Index

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	param	t-stat
$m$	41
$α$	0.5880	5,879,720.00
$β$	0.1620	1,620,280.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0852	22.36
$λ_{2}$	0.1362	70.06
$λ_{3}$	0.7950	167.93

V-Lab

Jamaica Stock Exchange Market Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jamaica Stock Exchange Market Index Analyses