V-Lab
CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:70.48% (-3.03%)
Analysis last updated: Wednesday, April 24, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3082 | 19.35 | |
| 0.1028 | 30.89 | |
| 0.7620 | 170.24 | |
| -4.3693 | -22.91 |
Estimation Period:
Jan 2, 2004 to Apr 19, 2024
Jan 2, 2004 to Apr 19, 2024
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