V-Lab
CBOE S&P 500 9-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:157.53% (+1.47%)
Analysis last updated: Wednesday, May 1, 2024 at 11:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 17.98 | |
| 0.0949 | 23.38 | |
| 0.7518 | 183.01 | |
| -9.6849 | -20.12 |
Estimation Period:
Jan 3, 2011 to Apr 26, 2024
Jan 3, 2011 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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