CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8528	4.79
$α$	0.2512	5.96
$β$	0.3407	5.09
$γ_{1}$	0.3965	2.07
$γ_{2}$	-0.9881	-3.43
$γ_{3}$	0.9531	4.51
$γ_{4}$	-0.5231	-2.47
$γ_{5}$	0.2684	1.04
$γ_{6}$	-0.3278	-1.28
$γ_{7}$	0.6534	2.61
$γ_{8}$	-0.8520	-3.62
$γ_{9}$	0.6819	3.11
$γ_{10}$	-0.3468	-1.98

V-Lab

PGT Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGT Inc Analyses