V-Lab
CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:143.09% (-3.09%)
Analysis last updated: Thursday, May 9, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1530 | 18.71 | |
| 0.7427 | 44.35 | |
| -0.1530 | -8.84 | |
| 0.3459 | 0.41 | |
| 0.0068 | 1.11 | |
| 0.9908 | 89.77 |
Estimation Period:
Jan 3, 2011 to May 3, 2024
Jan 3, 2011 to May 3, 2024
News Impact Curve
Volatility Forecasts
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