CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.0268	1.58
$α$	0.0666	1.67
$β$	0.2534	1.08
$γ_{1}$	5.8181	4.32
$γ_{2}$	-7.6127	-4.03
$γ_{3}$	2.0660	1.83
$γ_{4}$	-0.4797	-0.51
$γ_{5}$	0.1089	0.09
$γ_{6}$	0.5347	0.42
$γ_{7}$	0.0337	0.07
$γ_{8}$	-2.1315	-2.12

V-Lab

AXA Credit Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AXA Credit Analyses