CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6648	3.03
$α$	0.0975	6.90
$β$	0.8520	39.80
$γ_{1}$	-0.1885	-1.78
$γ_{2}$	0.2613	1.81
$γ_{3}$	0.1583	1.56
$γ_{4}$	-0.5045	-4.38
$γ_{5}$	0.3040	2.65
$γ_{6}$	0.0641	0.65
$γ_{7}$	-0.0878	-0.82
$γ_{8}$	0.0103	0.06
$γ_{9}$	-0.0836	-0.46

V-Lab

Audacy Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Audacy Inc Analyses