CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8990	3.59
$α$	0.1308	4.02
$β$	0.7721	16.84
$γ_{1}$	0.4510	2.03
$γ_{2}$	-0.6760	-1.84
$γ_{3}$	0.1784	0.59
$γ_{4}$	0.1500	0.62
$γ_{5}$	0.0076	0.04
$γ_{6}$	-0.3085	-2.11
$γ_{7}$	0.3103	1.95
$γ_{8}$	-0.2226	-0.65

V-Lab

Cofix Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cofix Group Ltd Analyses