CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4860	3.51
$α$	0.1814	1.93
$β$	0.1360	0.91
$γ_{1}$	0.3637	0.08
$γ_{2}$	0.8075	0.12
$γ_{3}$	-3.9814	-0.64
$γ_{4}$	5.2855	0.80
$γ_{5}$	-3.2697	-0.53
$γ_{6}$	2.4673	0.43
$γ_{7}$	-5.5447	-1.06
$γ_{8}$	5.5993	1.13
$γ_{9}$	2.3686	0.32
$γ_{10}$	-17.7755	-1.20

V-Lab

Quicklizard Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quicklizard Ltd Analyses