CBOE Volatility Index

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	param	t-stat
$ω$	32.8200	5.45
$α$	0.1395	86.91
$β$	0.9990	5,370.97
$ν$	5.5167	26.24

V-Lab

Vietnam Hanoi Stock Exchange Equity Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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