CBOE Volatility Index

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	param	t-stat
$ω$	0.0192	6.52
$α$	0.1958	4.20
$β$	0.8468	56.93
$γ$	-0.0853	-1.70

V-Lab

SCG Construction Group JSC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SCG Construction Group JSC Analyses