CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6515	7.39
$α$	0.1297	8.52
$β$	0.8090	39.48
$γ_{1}$	-0.0503	-1.19
$γ_{2}$	-0.0614	-0.86
$γ_{3}$	0.2852	4.30
$γ_{4}$	-0.2841	-4.47
$γ_{5}$	0.2211	2.99
$γ_{6}$	-0.2050	-2.11
$γ_{7}$	0.1823	1.45
$γ_{8}$	-0.1353	-1.08

V-Lab

Merchants Bancshares Inc/VT Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merchants Bancshares Inc/VT Analyses