CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5425	4.42
$α$	0.1717	4.91
$β$	0.4752	6.36
$γ_{1}$	0.4370	1.05
$γ_{2}$	-0.7377	-1.02
$γ_{3}$	0.2340	0.36
$γ_{4}$	0.5383	0.98
$γ_{5}$	-1.1122	-2.83
$γ_{6}$	1.5546	4.43
$γ_{7}$	-1.8634	-5.84
$γ_{8}$	1.4675	5.82
$γ_{9}$	-0.6875	-4.23

V-Lab

Express Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Express Inc Analyses