CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	3.1010	31,010,190.00
$α$	0.1924	1,924,410.00
$β$	0.6702	6,702,230.00
$γ_{1}$	0.1066	1,065,560.00
$γ_{2}$	-0.3847	-3,846,700.00
$γ_{3}$	0.5510	5,509,660.00
$γ_{4}$	-0.9625	-9,624,970.00
$γ_{5}$	-42.1025	-421,024,700.00
$γ_{6}$	125.0867	1,250,867,000.00
$γ_{7}$	-55.7984	-557,984,400.00

V-Lab

MetaTech Trading Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MetaTech Trading Ltd Analyses