CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.3664	14.96
$β$	0.5826	46.62
$γ$	-0.1220	-3.85
$λ_{1}$	0.1983	0.80
$λ_{2}$	0.9152	1.19
$λ_{3}$	0.0782	0.09

V-Lab

Userway Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Userway Ltd Analyses