CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	5.3038	3.23
$α$	0.5140	18.72
$β$	0.4835	18.41
$γ_{1}$	21.1109	1.77
$γ_{2}$	-32.4323	-2.28
$γ_{3}$	14.6641	2.09
$γ_{4}$	-5.6953	-0.91
$γ_{5}$	4.5127	0.82
$γ_{6}$	-4.0687	-0.57
$γ_{7}$	4.3226	0.32
$γ_{8}$	-31.2196	-0.58
$γ_{9}$	30.3396	0.26
$γ_{10}$	22.7922	0.22

V-Lab

Nam Song Hau Trading Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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