V-Lab
CBOE Russell 2000 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:69.04% (-2.67%)
Analysis last updated: Thursday, May 2, 2024 at 11:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6405 | 8.35 | |
| 0.0739 | 3.43 | |
| 0.8483 | 128.58 | |
| -1.0000 | -2.09 | |
| 1.1803 | 21.59 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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