CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4508	4.46
$α$	0.0000	0.00
$β$	0.9864	1.26
$γ_{1}$	3.5581	0.03
$γ_{2}$	-1.5439	-0.02
$γ_{3}$	-5.6856	-0.19
$γ_{4}$	8.4277	0.97
$γ_{5}$	-10.0659	-1.07
$γ_{6}$	10.5811	1.53
$γ_{7}$	-9.1100	-1.00
$γ_{8}$	11.1565	0.71
$γ_{9}$	-49.5844	-1.71

V-Lab

Marketo Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marketo Inc Analyses