CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8715	5.72
$α$	0.1654	6.19
$β$	0.7201	19.98
$γ_{1}$	-0.0659	-0.80
$γ_{2}$	0.1489	1.21
$γ_{3}$	-0.0296	-0.39
$γ_{4}$	-0.2230	-3.56
$γ_{5}$	0.3080	5.61
$γ_{6}$	-0.3168	-5.84
$γ_{7}$	0.3796	5.87
$γ_{8}$	-0.3251	-3.73
$γ_{9}$	0.2559	2.43
$γ_{10}$	-0.2186	-2.61

V-Lab

Teligent Inc/NJ Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teligent Inc/NJ Analyses