CBOE Volatility Index

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	param	t-stat
$ω$	0.0055	11.34
$α$	0.0444	10.40
$β$	0.9154	155.65
$γ$	-0.0078	-1.10

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Sarajevo Stock Exchange Index 30 Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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