CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1031	17.11
$β$	0.8252	145.03
$γ$	0.1428	9.63
$λ_{1}$	9.0733	13.79
$λ_{2}$	0.0112	4.88
$λ_{3}$	0.9857	384.30

V-Lab

Hub Cyber Security Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hub Cyber Security Ltd Analyses