CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6337	2.43
$α$	0.0414	2.93
$β$	0.8897	18.97
$γ_{1}$	-0.6459	-0.60
$γ_{2}$	1.2520	0.73
$γ_{3}$	-1.3546	-1.14
$γ_{4}$	1.7280	1.77
$γ_{5}$	-1.8549	-2.65
$γ_{6}$	1.6450	3.39
$γ_{7}$	-1.3588	-2.59
$γ_{8}$	0.7349	1.50
$γ_{9}$	0.0952	0.25
$γ_{10}$	-0.8380	-1.87

V-Lab

Centrale Danone Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centrale Danone Analyses