CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6206	2.65
$α$	0.1509	5.57
$β$	0.7430	17.56
$γ_{1}$	2.7832	2.14
$γ_{2}$	-3.8549	-2.07
$γ_{3}$	1.9771	2.04
$γ_{4}$	-2.3042	-2.53
$γ_{5}$	2.6661	2.08
$γ_{6}$	-2.1801	-1.89
$γ_{7}$	1.6161	1.64
$γ_{8}$	-0.9025	-0.90
$γ_{9}$	1.0501	0.71
$γ_{10}$	-4.3047	-1.63

V-Lab

VEREIT Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VEREIT Inc Analyses