CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4374	2.68
$α$	0.0572	3.01
$β$	0.8500	14.99
$γ_{1}$	-0.7371	-0.95
$γ_{2}$	-0.3341	-0.31
$γ_{3}$	2.1909	3.46
$γ_{4}$	-1.1124	-1.25
$γ_{5}$	-0.4161	-0.36
$γ_{6}$	0.1763	0.18
$γ_{7}$	0.7389	1.09
$γ_{8}$	-0.7591	-1.36
$γ_{9}$	0.5836	0.79
$γ_{10}$	-0.8892	-0.77

V-Lab

Value Capital One LTD 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