CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8514	3.82
$α$	0.1982	3.52
$β$	0.5175	6.08
$γ_{1}$	0.5137	1.57
$γ_{2}$	-0.7374	-1.45
$γ_{3}$	0.4001	1.10
$γ_{4}$	-0.2416	-0.86
$γ_{5}$	-0.0845	-0.39
$γ_{6}$	0.5482	2.87
$γ_{7}$	-0.8727	-4.74
$γ_{8}$	0.8456	4.98
$γ_{9}$	-0.7345	-3.95
$γ_{10}$	0.6465	1.71

V-Lab

Levinstein Properties Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Levinstein Properties Ltd Analyses