CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4352	2.67
$α$	0.0573	2.98
$β$	0.8496	14.91
$γ_{1}$	-0.7599	-0.98
$γ_{2}$	-0.2935	-0.27
$γ_{3}$	2.1576	3.41
$γ_{4}$	-1.0864	-1.22
$γ_{5}$	-0.4346	-0.37
$γ_{6}$	0.1976	0.20
$γ_{7}$	0.6962	1.03
$γ_{8}$	-0.6652	-1.29
$γ_{9}$	0.3708	0.70
$γ_{10}$	-0.3153	-0.67

V-Lab

Value Capital One LTD Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Value Capital One LTD Analyses