CBOE Volatility Index - OLD EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 10.57 | |
| 0.1194 | 30.18 | |
| 0.9566 | 317.07 | |
| 0.1539 | 30.83 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
News Impact Curve
Volatility Forecasts
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