CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0622	5.22
$α$	0.1178	3.84
$β$	0.3919	2.61
$γ_{1}$	0.0993	0.23
$γ_{2}$	-0.2672	-0.43
$γ_{3}$	0.4788	1.10
$γ_{4}$	-1.1469	-2.88
$γ_{5}$	2.2524	6.56
$γ_{6}$	-2.3299	-6.00
$γ_{7}$	1.1571	2.56
$γ_{8}$	0.1535	0.33
$γ_{9}$	-1.7950	-3.71

V-Lab

Centura Banks Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centura Banks Inc Analyses