CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	60,212.7100	11.69
$α$	0.1018	164.49
$β$	0.9988	9,697.07
$ν$	2.0008	400,168.00

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Modaraba Al Mali GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Modaraba Al Mali Analyses