CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0876	1.77
$α$	0.1889	4.78
$β$	0.7336	21.59
$γ_{1}$	2.3963	0.28
$γ_{2}$	-4.5140	-0.40
$γ_{3}$	6.0101	0.84
$γ_{4}$	-8.3990	-1.10
$γ_{5}$	7.1766	0.80
$γ_{6}$	-1.1473	-0.09
$γ_{7}$	-13.1803	-0.92
$γ_{8}$	20.8848	2.23

V-Lab

Time Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Time Inc Analyses