CBOE Volatility Index - OLD GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 55.5106 | 11.96 | |
| 0.1045 | 29.31 | |
| 0.9585 | 262.96 | |
| 5.5787 | 7.90 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
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