CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9094	4.59
$α$	0.1292	5.37
$β$	0.7915	45.08
$γ_{1}$	0.0776	1.19
$γ_{2}$	-0.1450	-1.56
$γ_{3}$	0.1398	2.20
$γ_{4}$	-0.2090	-3.19
$γ_{5}$	0.2667	4.63
$γ_{6}$	-0.2327	-3.78
$γ_{7}$	0.1709	2.53
$γ_{8}$	-0.0634	-1.11
$γ_{9}$	-0.0027	-0.05
$γ_{10}$	-0.2182	-2.89

V-Lab

Iteris Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iteris Inc Analyses