V-Lab
CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:63.96% (+10.27%)
Analysis last updated: Wednesday, May 1, 2024 at 09:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2592 | 17.89 | |
| 0.1125 | 32.54 | |
| 0.8545 | 151.64 | |
| -1.0000 | -72.74 | |
| 0.8554 | 35.11 |
Estimation Period:
Jul 17, 2006 to Apr 26, 2024
Jul 17, 2006 to Apr 26, 2024
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