CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7883	7.85
$α$	0.0748	8.06
$β$	0.8788	56.79
$γ_{1}$	-0.0572	-0.92
$γ_{2}$	0.1375	1.28
$γ_{3}$	-0.1022	-1.25
$γ_{4}$	-0.0902	-1.51
$γ_{5}$	0.3199	5.92
$γ_{6}$	-0.3307	-5.85
$γ_{7}$	0.1260	1.93
$γ_{8}$	0.0034	0.03
$γ_{9}$	0.1356	0.58

V-Lab

Gannett Co Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gannett Co Inc Analyses