CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6891	3.54
$α$	0.1715	5.78
$β$	0.5291	6.68
$γ_{1}$	0.5887	2.01
$γ_{2}$	-0.7794	-1.85
$γ_{3}$	0.0210	0.09
$γ_{4}$	0.3824	2.28
$γ_{5}$	-0.3602	-2.52
$γ_{6}$	0.1921	1.94

V-Lab

Mayberry Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mayberry Investments Ltd Analyses