CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2378	3.92
$α$	0.1641	6.81
$β$	0.7926	28.92
$γ_{1}$	0.9897	4.27
$γ_{2}$	-1.6067	-4.24
$γ_{3}$	0.8751	3.49
$γ_{4}$	-0.3898	-2.11
$γ_{5}$	0.2025	1.04
$γ_{6}$	-0.0758	-0.48

V-Lab

Access National Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Access National Corp Analyses