V-Lab
CBOE Volatility Index - OLD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 24th, 2021:177.63% (-3.24%)
Analysis last updated: Thursday, February 3, 2022 at 04:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9038 | 9.91 | |
| 0.1257 | 8.65 | |
| 0.7614 | 29.59 | |
| 0.0041 | 3.76 | |
| -0.0062 | -4.66 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
News Impact Curve
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