V-Lab
CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:152.21% (-131.06%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3964 | 17.67 | |
| 0.3887 | 23.15 | |
| 0.4143 | 12.69 | |
| -0.0159 | -0.90 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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