CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2420	4.93
$α$	0.2427	5.01
$β$	0.1619	1.55
$γ_{1}$	-5.2343	-4.00
$γ_{2}$	6.5306	3.10
$γ_{3}$	-0.1198	-0.08
$γ_{4}$	-2.2557	-2.08
$γ_{5}$	1.3761	1.57
$γ_{6}$	0.3636	0.38
$γ_{7}$	-1.7099	-1.62
$γ_{8}$	1.7206	2.08

V-Lab

MCB Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MCB Group Ltd Analyses