CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.1880	27.29
$β$	0.3125	21.40
$γ$	0.2365	19.46
$λ_{1}$	0.0096	2.31
$λ_{2}$	0.1202	4.55
$λ_{3}$	0.8798	31.04

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OMX Tallinn Index MF2-GARCH Volatility Analysis

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