V-Lab
CBOE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:99.59% (-4.09%)
Analysis last updated: Monday, April 22, 2024 at 11:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8272 | 24.66 | |
| 0.1280 | 27.44 | |
| 0.7646 | 101.92 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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