CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5335	2.81
$α$	0.2789	3.50
$β$	0.5615	5.72
$γ_{1}$	37.7886	3.41
$γ_{2}$	-28.4676	-1.78
$γ_{3}$	-27.7210	-2.46
$γ_{4}$	29.8344	2.35
$γ_{5}$	-17.6786	-1.36
$γ_{6}$	-7.8469	-0.66
$γ_{7}$	35.3637	2.85
$γ_{8}$	-24.7796	-2.20

V-Lab

Core Scientific Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Core Scientific Inc Analyses