CBOE Volatility Index

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CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8468	4.56
$α$	0.1096	6.43
$β$	0.8090	40.01
$γ_{1}$	0.0540	0.84
$γ_{2}$	-0.1038	-1.14
$γ_{3}$	0.1064	1.76
$γ_{4}$	-0.1790	-2.89
$γ_{5}$	0.2395	4.35
$γ_{6}$	-0.2064	-3.48
$γ_{7}$	0.1411	2.18
$γ_{8}$	-0.0184	-0.33
$γ_{9}$	-0.0958	-2.08
$γ_{10}$	0.0892	2.51

V-Lab

Iteris Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iteris Inc Analyses