CBOE Volatility Index

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	param	t-stat
$ω$	0.0433	23.54
$α$	0.3359	47.41
$β$	0.9629	720.23
$γ$	-0.0511	-9.95

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Vietnam Hanoi Stock Exchange Equity Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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