CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6790	12.16
$α$	0.1975	13.91
$β$	0.7842	99.10
$γ$	-0.0681	-3.37

V-Lab

Hoaphat Textbook Printing GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:28.16% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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