CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	106
$α$	0.1436	22.16
$β$	0.7008	64.44
$γ$	-0.0109	-1.35
$λ_{1}$	0.6629	2.27
$λ_{2}$	0.8593	9.62
$λ_{3}$	0.0000	0.00

V-Lab

Lyonnaise des Eaux de Casablanca MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lyonnaise des Eaux de Casablanca Analyses