V-Lab
CBOE Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:111.69% (-11.75%)
Analysis last updated: Tuesday, April 23, 2024 at 11:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1963 | 7.69 | |
| 0.0842 | 16.44 | |
| 0.9462 | 208.60 | |
| 0.1692 | 31.40 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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