CBOE Volatility Index

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CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8968	2.40
$α$	0.1441	8.60
$β$	0.7977	40.71
$γ_{1}$	-0.0887	-0.46
$γ_{2}$	-0.0130	-0.05
$γ_{3}$	0.2634	1.74
$γ_{4}$	-0.3228	-2.73
$γ_{5}$	0.3295	2.97
$γ_{6}$	-0.2595	-2.55
$γ_{7}$	0.0466	0.52
$γ_{8}$	0.2044	2.32
$γ_{9}$	-0.2590	-3.93

V-Lab

PHI Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PHI Inc Analyses