CBOE Volatility Index

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CBOE DJIA Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8396	2.05
$α$	0.2143	2.79
$β$	0.7241	18.56
$γ_{1}$	-0.2913	-0.51
$γ_{2}$	-0.0177	-0.02
$γ_{3}$	0.5371	1.21
$γ_{4}$	-0.4808	-0.96
$γ_{5}$	0.6151	0.94
$γ_{6}$	-0.3189	-0.47
$γ_{7}$	-0.1818	-0.34
$γ_{8}$	-0.3179	-0.68
$γ_{9}$	1.6779	3.10
$γ_{10}$	-6.6752	-8.04

V-Lab

CAI International Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CAI International Inc Analyses