V-Lab
CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:89.47% (-4.29%)
Analysis last updated: Friday, April 19, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7630 | 10.99 | |
| 0.1066 | 6.57 | |
| 0.7605 | 21.34 | |
| 0.0596 | 3.66 | |
| -0.0985 | -3.68 | |
| 0.0628 | 2.62 | |
| -0.0507 | -1.94 | |
| 0.0386 | 1.73 |
Estimation Period:
Jan 23, 2001 to Apr 12, 2024
Jan 23, 2001 to Apr 12, 2024
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