CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8181	5.11
$α$	0.1547	6.34
$β$	0.7882	25.32
$γ_{1}$	-0.2341	-0.74
$γ_{2}$	0.2757	0.53
$γ_{3}$	-0.0984	-0.26
$γ_{4}$	0.6288	1.71
$γ_{5}$	-1.5960	-3.37
$γ_{6}$	2.1799	4.70
$γ_{7}$	-1.9313	-5.05
$γ_{8}$	1.2418	3.44
$γ_{9}$	-0.6900	-2.61

V-Lab

Omega Financial Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Omega Financial Corp Analyses