CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	8,242.2130	10.19
$α$	0.0621	45.79
$β$	0.9990	10,627.66
$ν$	2.0020	33,931.53

V-Lab

Quicklizard Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

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