CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9345	6.11
$α$	0.2284	7.25
$β$	0.5462	9.56
$γ_{1}$	-0.1989	-1.45
$γ_{2}$	0.4257	2.14
$γ_{3}$	-0.4436	-3.78
$γ_{4}$	0.4242	3.87
$γ_{5}$	-0.4840	-2.90

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Guaranty Trust Bank PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guaranty Trust Bank PLC Analyses