CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5286	4.67
$α$	0.1445	4.63
$β$	0.4190	4.36
$γ_{1}$	0.4167	1.05
$γ_{2}$	-0.7228	-1.05
$γ_{3}$	0.2725	0.44
$γ_{4}$	0.4622	0.88
$γ_{5}$	-1.0175	-2.66
$γ_{6}$	1.4312	4.32
$γ_{7}$	-1.6692	-5.75
$γ_{8}$	1.0908	4.70
$γ_{9}$	0.2831	0.75

V-Lab

Express Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Express Inc Analyses