CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2326	6.21
$α$	0.0339	7.09
$β$	0.9517	205.63
$γ$	0.0074	1.07

V-Lab

Value Capital One LTD GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Value Capital One LTD Analyses