CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7357	5.53
$α$	0.1758	6.91
$β$	0.6577	11.60
$γ_{1}$	-0.0144	-0.44
$γ_{2}$	0.0299	0.57
$γ_{3}$	-0.1564	-2.01

V-Lab

Lyonnaise des Eaux de Casablanca 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