CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7034	3.26
$α$	0.0971	7.13
$β$	0.8564	41.48
$γ_{1}$	-0.0390	-0.24
$γ_{2}$	-0.2606	-1.10
$γ_{3}$	0.6364	2.96
$γ_{4}$	-0.5359	-2.05
$γ_{5}$	0.3582	1.71
$γ_{6}$	-0.3390	-2.51
$γ_{7}$	0.3687	2.68
$γ_{8}$	-0.3162	-2.39
$γ_{9}$	0.1650	1.65

V-Lab

Dur Hospitality Company Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dur Hospitality Company Analyses