CBOE Interest Rate Swap Volatility Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6752 | 4.96 | |
| 0.1045 | 76.30 | |
| 0.9905 | 590.31 | |
| 2.4382 | 141.23 |
Estimation Period:
Jun 18, 2012 to Feb 11, 2022
Jun 18, 2012 to Feb 11, 2022
Other CBOE Interest Rate Swap Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices