CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6872	1.72
$α$	0.1734	3.83
$β$	0.6546	7.31
$γ_{1}$	-0.7213	-0.81
$γ_{2}$	1.8192	1.56
$γ_{3}$	-2.5588	-3.69
$γ_{4}$	3.3234	4.64
$γ_{5}$	-3.1648	-4.54
$γ_{6}$	1.7599	3.00
$γ_{7}$	-0.6377	-1.93

V-Lab

Taslif SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taslif SA Analyses