CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3820	6.84
$α$	0.0745	1.59
$β$	0.1274	0.42
$γ_{1}$	-0.8933	-0.76
$γ_{2}$	1.3496	0.68
$γ_{3}$	-1.5583	-0.95
$γ_{4}$	2.7272	1.75
$γ_{5}$	-2.0041	-1.33
$γ_{6}$	0.6706	0.42
$γ_{7}$	-1.7625	-1.04
$γ_{8}$	3.6842	1.41
$γ_{9}$	-6.8878	-1.87

V-Lab

RPX Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPX Corp Analyses