CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9917	6.47
$α$	0.1865	4.35
$β$	0.3226	3.80
$γ_{1}$	-0.3684	-3.50
$γ_{2}$	0.3064	1.96
$γ_{3}$	0.3502	2.50
$γ_{4}$	-0.3759	-1.98
$γ_{5}$	0.0351	0.18
$γ_{6}$	-0.0146	-0.08
$γ_{7}$	0.1979	1.26
$γ_{8}$	-0.1769	-1.50

V-Lab

CEB Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CEB Inc Analyses