CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	21.5792	7.86
$α$	0.1106	188.40
$β$	0.9990	7,568.18
$ν$	2.0001	20,001,150.00

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Lyonnaise des Eaux de Casablanca GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Lyonnaise des Eaux de Casablanca Analyses