CBOE Volatility Index

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	param	t-stat
$ω$	1.2899	1.88
$α$	0.1515	1.69
$β$	0.7419	7.32
$γ_{1}$	-6.4630	-1.86
$γ_{2}$	9.1445	1.94
$γ_{3}$	-3.6410	-1.12
$γ_{4}$	0.1097	0.03
$γ_{5}$	6.1073	2.13
$γ_{6}$	-10.3500	-2.36
$γ_{7}$	6.6955	1.64

V-Lab

SCG Construction Group JSC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SCG Construction Group JSC Analyses