CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1852	19.53
$β$	0.6094	34.79
$γ$	-0.0468	-3.25
$λ_{1}$	0.2383	1.20
$λ_{2}$	0.0289	1.89
$λ_{3}$	0.9616	45.33

V-Lab

First Capital Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Capital Bank Ltd Analyses