CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2385	8.02
$α$	0.1531	6.37
$β$	0.5889	10.20
$γ_{1}$	-0.0517	-0.53
$γ_{2}$	0.1865	1.17
$γ_{3}$	-0.0007	-0.01
$γ_{4}$	-0.4037	-4.60
$γ_{5}$	0.3605	4.50
$γ_{6}$	-0.1053	-1.25
$γ_{7}$	0.0770	0.99
$γ_{8}$	-0.1769	-2.46
$γ_{9}$	0.1908	3.34

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Modaraba Al Mali Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modaraba Al Mali Analyses