CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	116
$α$	0.0451	3.91
$β$	0.9342	45.70
$γ$	-0.0025	-0.38
$λ_{1}$	0.0002	0.08
$λ_{2}$	0.0028	0.25
$λ_{3}$	0.9965	154.83

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MetaTech Trading Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MetaTech Trading Ltd Analyses