CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4013	10.55
$α$	0.1232	6.96
$β$	0.7164	16.10
$γ_{1}$	0.0448	1.06
$γ_{2}$	-0.0267	-0.39
$γ_{3}$	-0.0523	-0.98
$γ_{4}$	0.1368	2.59
$γ_{5}$	-0.3464	-4.04

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Vinacomin Coc Sau Coal Jsc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vinacomin Coc Sau Coal Jsc Analyses