CBOE Volatility Index

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	param	t-stat
$ω$	3.0340	4.61
$α$	0.1193	49.91
$β$	0.9874	358.39
$ν$	4.1263	23.03

V-Lab

Karachi Stock Exchange KSE100 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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