CBOE Volatility Index

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	param	t-stat
$ω$	9.4156	4.60
$α$	0.1124	16.89
$β$	0.9579	96.79
$ν$	3.8858	8.50

V-Lab

Pakistan Intl Bulk Terminal GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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