V-Lab
CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:113.02% (-43.39%)
Analysis last updated: Wednesday, May 1, 2024 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2882 | 5.78 | |
| 0.2733 | 4.64 | |
| 0.1459 | 1.68 | |
| 0.1937 | 2.12 | |
| -0.2137 | -1.55 | |
| -0.0581 | -0.57 | |
| 0.1388 | 1.66 | |
| -0.0735 | -1.38 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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