V-Lab
CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:65.44% (-1.42%)
Analysis last updated: Thursday, May 2, 2024 at 11:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5560 | 7.69 | |
| 0.0553 | 0.31 | |
| 0.8949 | 184.63 | |
| -1.0000 | -0.22 | |
| 1.3846 | 24.05 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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