CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6905	3.56
$α$	0.1699	5.72
$β$	0.5284	6.50
$γ_{1}$	0.5979	2.04
$γ_{2}$	-0.7993	-1.90
$γ_{3}$	0.0524	0.23
$γ_{4}$	0.3159	1.84
$γ_{5}$	-0.2102	-1.20
$γ_{6}$	-0.2125	-0.74

V-Lab

Mayberry Investments Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mayberry Investments Ltd Analyses