CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7253	5.02
$α$	0.2383	6.00
$β$	0.5659	9.28
$γ_{1}$	-0.4323	-1.32
$γ_{2}$	0.8211	1.51
$γ_{3}$	-0.6630	-2.08
$γ_{4}$	0.3974	2.31
$γ_{5}$	-0.2158	-1.52
$γ_{6}$	0.2228	1.68
$γ_{7}$	-0.2244	-1.61
$γ_{8}$	0.2404	1.32

V-Lab

SAMIR Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAMIR Analyses