V-Lab
CBOE Google Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:102.75% (-20.01%)
Analysis last updated: Thursday, May 2, 2024 at 11:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.80 | |
| 0.1672 | 15.94 | |
| 0.5128 | 13.10 | |
| 0.1221 | 2.34 | |
| 0.5000 | 7.92 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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