CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2764	3.45
$α$	0.1236	5.22
$β$	0.7582	16.80
$γ_{1}$	0.3119	1.58
$γ_{2}$	-0.4814	-1.62
$γ_{3}$	0.2823	1.35
$γ_{4}$	-0.0027	-0.01
$γ_{5}$	-0.3385	-1.80
$γ_{6}$	0.1781	1.21
$γ_{7}$	0.2668	2.01
$γ_{8}$	-0.3591	-2.54
$γ_{9}$	0.3515	2.54
$γ_{10}$	-0.3524	-3.18

V-Lab

US Concrete Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Concrete Inc Analyses