CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7196	3.11
$α$	0.1809	6.65
$β$	0.6263	9.42
$γ_{1}$	0.0425	0.13
$γ_{2}$	-0.1852	-0.42
$γ_{3}$	0.3451	1.58
$γ_{4}$	-0.4099	-2.32
$γ_{5}$	0.4286	2.51
$γ_{6}$	-0.6791	-3.46
$γ_{7}$	0.7668	4.06

V-Lab

Lyonnaise des Eaux de Casablanca Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lyonnaise des Eaux de Casablanca Analyses