CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2329	3.06
$α$	0.2999	3.14
$β$	0.4736	3.94
$γ_{1}$	3.4982	0.99
$γ_{2}$	-6.9449	-1.32
$γ_{3}$	5.7273	2.14
$γ_{4}$	-3.5715	-1.52
$γ_{5}$	3.3346	1.30
$γ_{6}$	-3.9457	-1.61
$γ_{7}$	3.0094	0.88
$γ_{8}$	-1.5806	-0.54

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On Deck Capital Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other On Deck Capital Inc Analyses