CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	14.9284	3.41
$α$	0.5949	353.68
$β$	0.4043	218.07
$γ_{1}$	-0.4036	-0.67
$γ_{2}$	0.5235	0.59
$γ_{3}$	-0.0210	-0.05
$γ_{4}$	-0.3735	-1.24
$γ_{5}$	0.6227	1.39
$γ_{6}$	-0.6098	-0.52
$γ_{7}$	-17.5491	-8.31
$γ_{8}$	35.4961	20.14

V-Lab

H.A.I Jsc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other H.A.I Jsc Analyses