CBOE Volatility Index

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	param	t-stat
$ω$	0.2967	14.44
$α$	0.0788	12.73
$β$	0.8709	195.50
$γ$	0.0294	2.31

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Pakistan Intl Bulk Terminal GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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