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CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.3395	1.39
$α$	0.3477	4.42
$β$	0.4910	3.32
$γ_{1}$	9.4979	0.86
$γ_{2}$	-33.6213	-2.09
$γ_{3}$	50.9066	3.30
$γ_{4}$	-46.4921	-3.36
$γ_{5}$	35.8516	5.02
$γ_{6}$	-29.2443	-5.67
$γ_{7}$	20.3411	2.63
$γ_{8}$	-11.6782	-1.27
$γ_{9}$	7.5953	0.88
$γ_{10}$	-9.7719	-0.93

V-Lab

IQ Ultra Short Duration Etf Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IQ Ultra Short Duration Etf Analyses