V-Lab
CBOE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:103.70% (-7.73%)
Analysis last updated: Friday, April 19, 2024 at 11:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8239 | 24.66 | |
| 0.1281 | 27.45 | |
| 0.7647 | 102.00 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Volatility Index Analyses