CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3109	6.70
$α$	0.0614	3.87
$β$	0.8866	28.81
$γ_{1}$	0.0268	3.16
$γ_{2}$	-0.0341	-3.13

V-Lab

Alon Gas Energy Development Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alon Gas Energy Development Analyses