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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.0862	2.93
$α$	0.0000	0.00
$β$	0.8977	1.68
$γ_{1}$	0.8506	0.31

V-Lab

Bank of America Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses