CBOE Volatility Index

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	param	t-stat
$ω$	0.0167	8.61
$α$	0.0444	13.77
$β$	0.9303	428.52
$γ$	-0.1453	-9.24
$δ$	2.6033	26.97

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Mongolia Stock Exchange Top 20 Index APARCH Volatility Analysis

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Volatility Forecast

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