CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.6044	36,043,850.00
$α$	0.1609	1,608,610.00
$β$	0.6846	6,846,450.00
$γ_{1}$	-1.5051	-15,050,680.00
$γ_{2}$	3.4137	34,136,530.00
$γ_{3}$	-3.6368	-36,367,790.00
$γ_{4}$	2.5876	25,876,360.00
$γ_{5}$	-1.5531	-15,531,460.00
$γ_{6}$	-56.1017	-561,017,100.00
$γ_{7}$	118.8261	1,188,261,000.00
$γ_{8}$	-2.4749	-24,749,090.00
$γ_{9}$	-123.5241	-1,235,241,000.00

V-Lab

MetaTech Trading Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MetaTech Trading Ltd Analyses