CBOE Volatility Index

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	param	t-stat
$ω$	4.8778	8.85
$α$	0.0708	34.56
$β$	0.9986	5,311.54
$ν$	3.2491	51.07

V-Lab

SCG Construction Group JSC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SCG Construction Group JSC Analyses