CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1277	3.87
$α$	0.2441	2.85
$β$	0.6233	12.34
$γ_{1}$	0.1820	0.18
$γ_{2}$	0.8272	0.50
$γ_{3}$	-2.5526	-1.74
$γ_{4}$	2.6566	2.06
$γ_{5}$	-1.5160	-1.25
$γ_{6}$	1.7760	1.63
$γ_{7}$	-4.1974	-4.17
$γ_{8}$	6.1365	5.05
$γ_{9}$	-13.3025	-7.31

V-Lab

STORE Capital Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other STORE Capital Corp Analyses