CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1465	16.68
$α$	0.1150	13.46
$β$	0.8038	116.83
$γ$	0.0834	5.53

V-Lab

Levinstein Properties Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Levinstein Properties Ltd Analyses