V-Lab
CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:98.07% (-8.15%)
Analysis last updated: Friday, April 19, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2769 | 13.40 | |
| 0.0994 | 12.74 | |
| 0.8701 | 97.35 | |
| -0.8089 | -8.62 | |
| 0.8797 | 20.12 |
Estimation Period:
Jan 23, 2001 to Apr 12, 2024
Jan 23, 2001 to Apr 12, 2024
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