CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9700	2.58
$α$	0.0597	6.05
$β$	0.9316	69.47
$γ_{1}$	0.0749	0.77
$γ_{2}$	-0.0076	-0.06
$γ_{3}$	-0.1886	-2.78
$γ_{4}$	0.2214	2.92
$γ_{5}$	-0.0446	-0.48
$γ_{6}$	-0.2095	-2.00
$γ_{7}$	0.2602	2.55
$γ_{8}$	-0.1456	-2.16

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McClatchy Co/The Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McClatchy Co/The Analyses