CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8616	6.01
$α$	0.0942	6.41
$β$	0.8216	32.67
$γ_{1}$	-0.1551	-3.35
$γ_{2}$	0.2356	3.51
$γ_{3}$	-0.1266	-3.01
$γ_{4}$	0.0918	2.15
$γ_{5}$	-0.1057	-2.06
$γ_{6}$	0.1701	3.33
$γ_{7}$	-0.3433	-4.58

V-Lab

Infinya Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infinya Ltd Analyses