CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8256	0.97
$α$	0.1693	9.33
$β$	0.7768	17.81
$γ_{1}$	0.1297	0.44
$γ_{2}$	-0.0844	-0.22
$γ_{3}$	-0.2180	-1.19
$γ_{4}$	0.3343	1.89
$γ_{5}$	-0.2654	-1.98
$γ_{6}$	0.1956	2.25
$γ_{7}$	-0.1515	-2.84

V-Lab

Holcim Maroc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holcim Maroc Analyses