CBOE Volatility Index

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	param	t-stat
$ω$	0.0093	8.27
$α$	0.0553	14.90
$β$	0.8751	76.74

V-Lab

Sarajevo Stock Exchange Index 30 GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sarajevo Stock Exchange Index 30 Analyses