CBOE Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8238	11.92***
α ARCH Response to squared shocks	0.2636	28.55***
β GARCH Volatility persistence	0.6387	43.78***

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Vinpearl JSC GARCH Volatility Analysis

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News Impact Curve

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