V-Lab
CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:64.83% (+3.55%)
Analysis last updated: Wednesday, May 1, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3072 | 19.32 | |
| 0.1029 | 30.92 | |
| 0.7618 | 170.09 | |
| -4.3708 | -22.93 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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