CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5750	4.76
$α$	0.1338	6.03
$β$	0.7436	15.50
$γ_{1}$	-0.2628	-1.07
$γ_{2}$	0.0013	0.00
$γ_{3}$	0.7276	1.89
$γ_{4}$	-0.6711	-2.22
$γ_{5}$	0.3041	1.29
$γ_{6}$	-0.3681	-1.06
$γ_{7}$	0.4303	1.38
$γ_{8}$	-0.1848	-0.88
$γ_{9}$	0.1510	0.68
$γ_{10}$	-0.2322	-1.09

V-Lab

Reis Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reis Inc Analyses