CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0776	11.08
$β$	0.7447	38.21
$γ$	0.0592	7.85
$λ_{1}$	0.0717	1.75
$λ_{2}$	0.0558	2.37
$λ_{3}$	0.9298	31.57

V-Lab

Dur Hospitality Company MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dur Hospitality Company Analyses