CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0676	3.71
$α$	0.0655	3.53
$β$	0.8867	28.52
$γ_{1}$	2.4330	1.45
$γ_{2}$	-4.1471	-1.53
$γ_{3}$	2.9415	2.02
$γ_{4}$	-0.5894	-0.77
$γ_{5}$	-2.5836	-3.50
$γ_{6}$	2.6373	3.99
$γ_{7}$	-0.5128	-0.94
$γ_{8}$	-0.0127	-0.02
$γ_{9}$	-0.2900	-0.44

V-Lab

CapitalSource Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CapitalSource Inc Analyses