CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7244	2.81
$α$	0.1395	4.46
$β$	0.5926	6.28
$γ_{1}$	0.0549	0.04
$γ_{2}$	-0.2698	-0.15
$γ_{3}$	1.4814	1.49
$γ_{4}$	-2.5899	-2.60
$γ_{5}$	2.6760	2.47
$γ_{6}$	-2.4122	-2.30
$γ_{7}$	1.9051	2.22
$γ_{8}$	-2.0584	-2.69
$γ_{9}$	2.4296	2.87
$γ_{10}$	-2.1437	-1.69

V-Lab

First Capital Bank Ltd 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