V-Lab
SIX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, September 6th, 2019:72.43% (0.00%)
Analysis last updated: Thursday, September 5, 2019 at 06:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7061 | 19.44 | |
| 0.1255 | 42.32 | |
| 0.8033 | 240.23 | |
| -3.3268 | -18.36 |
Estimation Period:
May 7, 2004 to Aug 2, 2019
May 7, 2004 to Aug 2, 2019
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