CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7352	4.59
$α$	0.0651	6.28
$β$	0.8848	46.63
$γ_{1}$	-0.0691	-0.55
$γ_{2}$	0.0573	0.32
$γ_{3}$	-0.0913	-0.93
$γ_{4}$	0.3803	4.10
$γ_{5}$	-0.5119	-5.61
$γ_{6}$	0.2681	3.23
$γ_{7}$	0.0279	0.38
$γ_{8}$	-0.0880	-1.53

V-Lab

MB Financial Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MB Financial Inc Analyses