CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5997	13.74
$α$	0.1909	26.72
$β$	0.6892	63.14
$γ$	0.0341	2.00
$δ$	1.7255	20.94

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Guaranty Trust Bank PLC APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guaranty Trust Bank PLC Analyses