CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2048	7.20
$α$	0.1456	5.83
$β$	0.7673	16.20
$γ_{1}$	0.2190	0.95
$γ_{2}$	-0.2126	-0.59
$γ_{3}$	-0.1240	-0.35

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PetroVietnam Finance JSC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PetroVietnam Finance JSC Analyses