CBOE Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1634	2.91
$α$	0.2639	7.56
$β$	0.7359	21.06
$γ_{1}$	-0.2808	-0.91
$γ_{2}$	0.4832	1.18
$γ_{3}$	-0.5964	-2.69
$γ_{4}$	0.8196	3.12
$γ_{5}$	-0.7598	-2.13
$γ_{6}$	0.4123	1.18
$γ_{7}$	0.0391	0.14
$γ_{8}$	-0.2904	-1.23
$γ_{9}$	0.7458	1.38

V-Lab

Conn's Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Conn's Inc Analyses