CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0973	13.59
$β$	0.7617	49.33
$γ$	0.0060	0.77
$λ_{1}$	0.1381	0.91
$λ_{2}$	0.1186	1.21
$λ_{3}$	0.8459	6.20

V-Lab

Infinya Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infinya Ltd Analyses