CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5911	3.82
$α$	0.0769	1.53
$β$	0.4357	1.25
$γ_{1}$	-133.0933	-4.37
$γ_{2}$	181.7216	3.90
$γ_{3}$	-54.6803	-1.71
$γ_{4}$	-4.5666	-0.13
$γ_{5}$	63.0515	1.30
$γ_{6}$	-184.4219	-3.10
$γ_{7}$	251.6047	6.08
$γ_{8}$	-169.6200	-6.26
$γ_{9}$	86.4202	2.26

V-Lab

PPD Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PPD Inc Analyses