V-Lab
CBOE Energy ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:86.51% (+9.71%)
Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1856 | 7.99 | |
| 0.1527 | 4.82 | |
| 0.6588 | 10.92 | |
| 0.0325 | 1.91 | |
| -0.0602 | -1.87 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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