CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3205	16.26***
α ARCH Response to squared shocks	0.0918	27.62***
β GARCH Volatility persistence	0.8673	187.94***

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Pakistan Intl Bulk Terminal GARCH Volatility Analysis

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