CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.1968	17.95
$β$	0.4063	6.91
$γ$	0.0248	1.47
$λ_{1}$	1.4412	0.42
$λ_{2}$	0.6930	0.33
$λ_{3}$	0.0000	0.00

V-Lab

SAMIR MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAMIR Analyses