CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7125	3.28
$α$	0.0975	7.17
$β$	0.8559	41.78
$γ_{1}$	-0.0268	-0.17
$γ_{2}$	-0.2837	-1.20
$γ_{3}$	0.6585	3.04
$γ_{4}$	-0.5568	-2.13
$γ_{5}$	0.3784	1.81
$γ_{6}$	-0.3633	-2.67
$γ_{7}$	0.4061	2.83
$γ_{8}$	-0.3871	-2.50
$γ_{9}$	0.3321	1.74

V-Lab

Dur Hospitality Company Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dur Hospitality Company Analyses