CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	639.5894	1.74*
α ARCH Response to squared shocks	0.0618	1.52
β GARCH Volatility persistence	0.6964	7.48***
ν DF Student-t tail thickness	2.0032	148.41***

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Miral Dental Compa GAS-GARCH Student T Volatility Analysis

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