CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8913	7.50
$α$	0.1544	7.53
$β$	0.7092	19.30
$γ_{1}$	-0.1199	-2.86
$γ_{2}$	0.1798	2.80
$γ_{3}$	-0.0638	-1.38
$γ_{4}$	-0.0546	-0.94
$γ_{5}$	0.1363	1.53
$γ_{6}$	-0.1758	-1.86
$γ_{7}$	0.2295	3.17
$γ_{8}$	-0.1986	-3.85

V-Lab

Versar Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Versar Inc Analyses