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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6285	3.62
$α$	0.1751	4.55
$β$	0.7948	27.94
$γ_{1}$	-0.7936	-0.45
$γ_{2}$	2.1973	0.79
$γ_{3}$	-3.2100	-1.63
$γ_{4}$	3.7611	2.69
$γ_{5}$	-3.9738	-3.48
$γ_{6}$	4.0180	2.93
$γ_{7}$	-4.2832	-2.92
$γ_{8}$	3.5906	3.54

V-Lab

Dayforce Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dayforce Inc Analyses