CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1325	15.89
$β$	0.7491	72.98
$γ$	-0.0026	-0.26
$λ_{1}$	0.0292	1.94
$λ_{2}$	0.0286	10.31
$λ_{3}$	0.9703	296.55

V-Lab

TransCentury Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:63.31% (+12.88%)

Date Range:

Parameter Estimates

News Impact Curve

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