CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4583	5.28
$α$	0.1901	6.18
$β$	0.6344	12.21
$γ_{1}$	-0.0028	-0.04
$γ_{2}$	-0.1166	-1.23
$γ_{3}$	0.1870	2.30
$γ_{4}$	-0.0280	-0.25
$γ_{5}$	-0.1812	-1.37
$γ_{6}$	0.1941	1.64
$γ_{7}$	0.0765	0.85
$γ_{8}$	-0.1994	-2.25
$γ_{9}$	0.0478	0.60

V-Lab

Revlon Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Revlon Inc Analyses