CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6752	1.72
$α$	0.1635	3.85
$β$	0.6638	7.40
$γ_{1}$	-0.7478	-0.84
$γ_{2}$	1.8673	1.60
$γ_{3}$	-2.6066	-3.76
$γ_{4}$	3.4106	4.77
$γ_{5}$	-3.3755	-4.72
$γ_{6}$	2.2605	3.28
$γ_{7}$	-1.9884	-2.42

V-Lab

Taslif SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taslif SA Analyses