CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.1994	24.15
$β$	0.5200	26.90
$γ$	0.0315	2.40
$λ_{1}$	2.9326	0.28
$λ_{2}$	0.4359	0.27
$λ_{3}$	0.0000	0.00

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Guaranty Trust Bank PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guaranty Trust Bank PLC Analyses