CBOE Volatility Index

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	param	t-stat
$ω$	1.2101	2.07
$α$	0.1165	1.73
$β$	0.7486	5.88
$γ_{1}$	-6.3206	-2.00
$γ_{2}$	8.7970	2.06
$γ_{3}$	-3.1678	-1.07
$γ_{4}$	-0.4240	-0.14
$γ_{5}$	7.0083	2.27
$γ_{6}$	-12.6957	-2.29
$γ_{7}$	13.2655	1.48

V-Lab

SCG Construction Group JSC Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SCG Construction Group JSC Analyses