CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.0513	7.58
$β$	0.8839	42.19
$γ$	-0.0323	-3.68
$λ_{1}$	5.1703	0.56
$λ_{2}$	0.7262	3.71
$λ_{3}$	0.0371	0.07

V-Lab

Value Capital One LTD MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Value Capital One LTD Analyses