CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8780	3.50
$α$	0.0000	0.00
$β$	0.9168	7.13
$γ_{1}$	69.8417	3.74
$γ_{2}$	-100.6295	-3.15
$γ_{3}$	37.5109	1.51
$γ_{4}$	0.9950	0.06
$γ_{5}$	-32.3094	-2.58
$γ_{6}$	61.6895	5.12
$γ_{7}$	-71.2275	-4.37
$γ_{8}$	65.6016	3.30
$γ_{9}$	-73.5394	-3.12
$γ_{10}$	67.6074	2.22

V-Lab

Userway Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Userway Ltd Analyses