CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7350	5.08
$α$	0.2379	5.87
$β$	0.5685	9.27
$γ_{1}$	-0.4234	-1.29
$γ_{2}$	0.8061	1.47
$γ_{3}$	-0.6500	-2.03
$γ_{4}$	0.3812	2.21
$γ_{5}$	-0.1916	-1.35
$γ_{6}$	0.1780	1.37
$γ_{7}$	-0.1298	-1.01
$γ_{8}$	0.0028	0.03

V-Lab

SAMIR Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAMIR Analyses