CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	13.8679	0.20
$α$	0.4969	0.40
$β$	0.5027	0.41
$γ_{1}$	-1.3063	-0.82
$γ_{2}$	1.7878	0.92
$γ_{3}$	-0.6972	-1.40
$γ_{4}$	0.5544	1.55
$γ_{5}$	-1.0111	-2.51
$γ_{6}$	1.6019	2.22
$γ_{7}$	-2.1100	-0.98
$γ_{8}$	-34.9874	-0.14
$γ_{9}$	125.7249	0.19
$γ_{10}$	-369.3264	-0.87

V-Lab

H.A.I Jsc 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