CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7559	4.60
$α$	0.1797	9.42
$β$	0.7443	29.39
$γ_{1}$	-0.0198	-0.12
$γ_{2}$	0.0002	0.00
$γ_{3}$	0.0085	0.05
$γ_{4}$	-0.0259	-0.14
$γ_{5}$	0.1426	0.83
$γ_{6}$	0.1619	0.97
$γ_{7}$	-0.8821	-5.02
$γ_{8}$	1.0146	6.23
$γ_{9}$	-0.9285	-5.28

V-Lab

CommunityOne Bancorp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CommunityOne Bancorp Analyses