CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8396	5.55
$α$	0.1682	6.27
$β$	0.7162	19.87
$γ_{1}$	-0.0895	-1.09
$γ_{2}$	0.1834	1.50
$γ_{3}$	-0.0431	-0.57
$γ_{4}$	-0.2249	-3.60
$γ_{5}$	0.3200	5.84
$γ_{6}$	-0.3309	-6.11
$γ_{7}$	0.3883	6.00
$γ_{8}$	-0.3219	-3.63
$γ_{9}$	0.2299	2.04
$γ_{10}$	-0.1407	-0.88

V-Lab

Teligent Inc/NJ Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teligent Inc/NJ Analyses