CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1556	2.90
$α$	0.2588	7.73
$β$	0.7410	22.10
$γ_{1}$	-0.2550	-0.83
$γ_{2}$	0.4457	1.09
$γ_{3}$	-0.5783	-2.57
$γ_{4}$	0.8109	3.04
$γ_{5}$	-0.7611	-2.11
$γ_{6}$	0.4292	1.22
$γ_{7}$	-0.0137	-0.05
$γ_{8}$	-0.1262	-0.65
$γ_{9}$	0.0483	0.36

V-Lab

Conn's Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Conn's Inc Analyses