V-Lab
S&P / TSX 60 VIX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 23rd, 2020:93.10% (-1.87%)
Analysis last updated: Thursday, January 23, 2020 at 07:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 25.80 | |
| 0.2947 | 25.62 | |
| 0.5097 | 47.24 | |
| 1.9765 | 10.13 |
Estimation Period:
Oct 18, 2010 to Jan 17, 2020
Oct 18, 2010 to Jan 17, 2020
News Impact Curve
Volatility Forecasts
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