CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2363	4.99
$α$	0.2366	4.88
$β$	0.1373	1.35
$γ_{1}$	-5.2097	-4.03
$γ_{2}$	6.4763	3.12
$γ_{3}$	-0.0334	-0.02
$γ_{4}$	-2.4144	-2.26
$γ_{5}$	1.6537	1.89
$γ_{6}$	-0.1705	-0.17
$γ_{7}$	-0.4823	-0.35
$γ_{8}$	-1.7557	-0.79

V-Lab

MCB Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MCB Group Ltd Analyses