CBOE Volatility Index

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	param	t-stat
$ω$	0.0151	13.89
$α$	0.1364	15.94
$β$	0.8517	131.13
$γ$	-0.0293	-2.49

V-Lab

Bahrain Bourse Esterad Index GJR-GARCH Volatility Analysis

Date Range:

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