CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9844	5.74
$α$	0.0940	6.36
$β$	0.8258	33.11
$γ_{1}$	-0.0833	-0.96
$γ_{2}$	0.0012	0.01
$γ_{3}$	0.2149	2.41
$γ_{4}$	-0.1993	-2.16
$γ_{5}$	0.0405	0.48
$γ_{6}$	0.1434	1.48
$γ_{7}$	-0.3067	-2.37
$γ_{8}$	0.4221	3.17
$γ_{9}$	-0.4134	-3.57
$γ_{10}$	0.2405	3.33

V-Lab

Infinya Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infinya Ltd Analyses