CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6115	4.59
$α$	0.1465	17.20
$β$	0.7660	63.50
$γ$	1.5482	5.70

V-Lab

AXA Credit AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AXA Credit Analyses