CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9911	4.89
$α$	0.3821	4.68
$β$	0.4542	7.76
$γ_{1}$	-0.0434	-0.58
$γ_{2}$	-0.0019	-0.02
$γ_{3}$	-0.0682	-0.73
$γ_{4}$	0.3146	3.40
$γ_{5}$	-0.3219	-3.47
$γ_{6}$	0.1085	1.28
$γ_{7}$	0.0620	0.61
$γ_{8}$	0.1018	0.80
$γ_{9}$	-0.7057	-3.96

V-Lab

PCM Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCM Inc Analyses