V-Lab
CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:87.49% (-4.95%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4443 | 20.43 | |
| 0.1093 | 23.37 | |
| 0.8234 | 136.12 |
Estimation Period:
Jan 23, 2001 to Apr 19, 2024
Jan 23, 2001 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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