CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	12.3320	3.61
$α$	0.4196	105.17
$β$	0.5798	141.73
$γ_{1}$	-0.3414	-0.45
$γ_{2}$	0.5685	0.59
$γ_{3}$	-0.5880	-1.24
$γ_{4}$	0.3300	0.65
$γ_{5}$	0.5738	0.98
$γ_{6}$	-0.7539	-0.98
$γ_{7}$	-0.4984	-0.47
$γ_{8}$	3.1499	1.53
$γ_{9}$	-23.5730	-8.02
$γ_{10}$	40.1731	19.50

V-Lab

Hoaphat Textbook Printing Zero Slope Spline-GARCH Volatility Analysis

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hoaphat Textbook Printing Analyses