CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3869	3.05
$α$	0.2746	6.35
$β$	0.6454	11.45
$γ_{1}$	-0.0904	-0.54
$γ_{2}$	0.0356	0.14
$γ_{3}$	-0.1114	-0.65
$γ_{4}$	0.5862	2.88
$γ_{5}$	-0.6470	-2.26
$γ_{6}$	0.0201	0.08
$γ_{7}$	0.4268	2.84
$γ_{8}$	-0.2575	-2.29

V-Lab

BBX Capital Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BBX Capital Corp Analyses