CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	111
$α$	0.1362	18.33
$β$	0.6442	44.61
$γ$	-0.0076	-0.71
$λ_{1}$	3.3733	1.06
$λ_{2}$	0.5688	1.60
$λ_{3}$	0.3381	0.76

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Modaraba Al Mali MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modaraba Al Mali Analyses