CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.1299	41,298,870.00
$α$	0.4555	4,554,960.00
$β$	0.5445	5,445,040.00
$γ_{1}$	18.8307	188,306,900.00
$γ_{2}$	18.1730	181,730,300.00
$γ_{3}$	-108.0381	-1,080,381,000.00
$γ_{4}$	106.6092	1,066,092,000.00
$γ_{5}$	-91.2466	-912,465,500.00
$γ_{6}$	149.4674	1,494,674,000.00
$γ_{7}$	-22.0462	-220,461,700.00
$γ_{8}$	-311.4162	-3,114,162,000.00
$γ_{9}$	179.3137	1,793,137,000.00
$γ_{10}$	263.8588	2,638,588,000.00

V-Lab

Delattre Levivier Maroc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Delattre Levivier Maroc Analyses