CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8142	4.68
$α$	0.2027	6.10
$β$	0.7428	19.63
$γ_{1}$	-0.5096	-2.04
$γ_{2}$	0.7972	1.99
$γ_{3}$	0.0426	0.15
$γ_{4}$	-1.1728	-4.69
$γ_{5}$	1.4063	5.32
$γ_{6}$	-0.7187	-2.39
$γ_{7}$	0.2107	0.58
$γ_{8}$	-0.0659	-0.23

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DNB Financial Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DNB Financial Corp Analyses