CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8649	4.88
$α$	0.0843	2.34
$β$	0.6245	3.55
$γ_{1}$	-2.8583	-0.90
$γ_{2}$	5.8989	1.16
$γ_{3}$	-5.5815	-1.58
$γ_{4}$	4.7483	1.70
$γ_{5}$	-4.5788	-1.27
$γ_{6}$	6.1143	1.30
$γ_{7}$	-9.2213	-1.89
$γ_{8}$	10.0335	2.39
$γ_{9}$	-6.4185	-2.02
$γ_{10}$	5.1039	0.86

V-Lab

C-Lab Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other C-Lab Ltd Analyses