CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8958	4.80
$α$	0.3407	5.03
$β$	0.6564	10.25
$γ_{1}$	-129.2089	-2.40
$γ_{2}$	169.9854	2.24
$γ_{3}$	-74.9214	-1.28
$γ_{4}$	88.2031	1.63
$γ_{5}$	-106.3794	-1.96
$γ_{6}$	8.0117	0.07
$γ_{7}$	140.5533	0.81
$γ_{8}$	-125.3144	-1.00

V-Lab

PPD Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PPD Inc Analyses