CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8042	1.68
$α$	0.1361	6.87
$β$	0.8330	34.20
$γ_{1}$	-0.0056	-0.03
$γ_{2}$	0.0140	0.05
$γ_{3}$	0.0073	0.05
$γ_{4}$	-0.0579	-0.48
$γ_{5}$	0.0950	1.18
$γ_{6}$	-0.2437	-2.41
$γ_{7}$	0.4363	3.58
$γ_{8}$	-0.3367	-3.75

V-Lab

National Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Holdings Corp Analyses