V-Lab
CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:86.40% (-4.53%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1589 | 11.59 | |
| 0.1039 | 41.73 | |
| 0.8231 | 213.47 | |
| -3.7902 | -23.36 |
Estimation Period:
Jan 23, 2001 to Apr 19, 2024
Jan 23, 2001 to Apr 19, 2024
News Impact Curve
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