CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7064	3.81
$α$	0.1436	5.20
$β$	0.7731	18.00
$γ_{1}$	-1.1451	-3.74
$γ_{2}$	1.6162	3.54
$γ_{3}$	-0.5598	-1.77
$γ_{4}$	-0.0410	-0.15
$γ_{5}$	0.6134	2.27
$γ_{6}$	-1.0362	-3.85
$γ_{7}$	0.8091	2.76
$γ_{8}$	-0.3017	-1.13

V-Lab

Alliance Financial Corp/NY Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alliance Financial Corp/NY Analyses