CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3332	2.54
$α$	0.2572	6.41
$β$	0.5931	10.11
$γ_{1}$	4.8829	2.72
$γ_{2}$	-7.7330	-3.11
$γ_{3}$	4.1532	2.94
$γ_{4}$	-0.8051	-0.71
$γ_{5}$	-1.2771	-1.19
$γ_{6}$	0.5232	0.41
$γ_{7}$	1.4268	0.90
$γ_{8}$	-6.0388	-2.75

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Compagnie Generale Immobiliere Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Compagnie Generale Immobiliere Analyses