CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2778	1.94
$α$	0.1641	6.95
$β$	0.8279	69.04
$γ_{1}$	-0.0295	-0.07
$γ_{2}$	0.1046	0.17
$γ_{3}$	-0.0716	-0.18
$γ_{4}$	0.0300	0.08
$γ_{5}$	-0.1028	-0.37
$γ_{6}$	0.0803	0.31
$γ_{7}$	-0.1354	-0.47
$γ_{8}$	0.4009	1.27
$γ_{9}$	-0.8783	-3.08
$γ_{10}$	1.0534	6.30

V-Lab

Meritor Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meritor Inc Analyses