CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9596	4.14
$α$	0.1251	5.30
$β$	0.8313	28.86
$γ_{1}$	0.0319	0.16
$γ_{2}$	0.3446	1.12
$γ_{3}$	-0.9906	-3.51
$γ_{4}$	0.8404	2.90
$γ_{5}$	-0.0380	-0.16
$γ_{6}$	-0.2866	-1.37
$γ_{7}$	0.0341	0.16
$γ_{8}$	0.1336	0.53
$γ_{9}$	0.0426	0.14
$γ_{10}$	-1.6077	-2.84

V-Lab

American National Group Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other American National Group Inc Analyses