CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.0231	1.59
$α$	0.0777	1.95
$β$	0.2463	1.16
$γ_{1}$	5.7592	4.31
$γ_{2}$	-7.5037	-3.99
$γ_{3}$	1.9553	1.73
$γ_{4}$	-0.3194	-0.34
$γ_{5}$	-0.2639	-0.21
$γ_{6}$	1.4026	1.04
$γ_{7}$	-1.4176	-2.19
$γ_{8}$	0.1811	0.79

V-Lab

AXA Credit Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AXA Credit Analyses