CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7098	2.79
$α$	0.1384	4.47
$β$	0.5975	6.41
$γ_{1}$	0.0118	0.01
$γ_{2}$	-0.1989	-0.11
$γ_{3}$	1.4271	1.44
$γ_{4}$	-2.5357	-2.54
$γ_{5}$	2.6200	2.41
$γ_{6}$	-2.3506	-2.24
$γ_{7}$	1.8215	2.13
$γ_{8}$	-1.9165	-2.59
$γ_{9}$	2.1452	3.01
$γ_{10}$	-1.4234	-2.87

V-Lab

First Capital Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Capital Bank Ltd Analyses