CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	8.3871	3.29
$α$	0.6277	36.55
$β$	0.3712	21.65
$γ_{1}$	21.2687	2.07
$γ_{2}$	-32.7818	-2.65
$γ_{3}$	14.9837	2.39
$γ_{4}$	-6.2591	-1.13
$γ_{5}$	6.1483	1.27
$γ_{6}$	-8.3601	-1.50
$γ_{7}$	16.1586	1.61
$γ_{8}$	-123.9419	-4.06
$γ_{9}$	407.7199	4.95
$γ_{10}$	-1,280.9240	-11.64

V-Lab

Nam Song Hau Trading Spline-GARCH Volatility Analysis

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nam Song Hau Trading Analyses