CBOE Volatility Index

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	param	t-stat
$ω$	0.0130	6.86
$α$	0.0846	19.91
$β$	0.9374	497.57
$γ$	-0.0469	-6.97

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Mongolia Stock Exchange Top 20 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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