CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6181	8.98
$α$	0.0483	8.56
$β$	0.8449	73.35
$γ$	0.0815	2.44

V-Lab

AXA Credit GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AXA Credit Analyses