CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5413	4.57
$α$	0.1221	6.35
$β$	0.7753	22.79
$γ_{1}$	-0.1326	-1.71
$γ_{2}$	0.1765	1.68
$γ_{3}$	-0.0234	-0.32
$γ_{4}$	-0.0884	-1.17
$γ_{5}$	0.1190	1.57
$γ_{6}$	0.0867	1.27
$γ_{7}$	-0.3184	-4.04
$γ_{8}$	0.1696	1.45
$γ_{9}$	-0.1217	-0.77

V-Lab

Media General Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Media General Inc Analyses