CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	33.6180	5.27
$α$	0.1708	138.09
$β$	0.9949	1,083.80
$ν$	2.6814	168.38

V-Lab

SAMIR GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other SAMIR Analyses