V-Lab
CBOE Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:94.53% (-5.76%)
Analysis last updated: Friday, April 26, 2024 at 11:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6458 | 10.22 | |
| 0.0789 | 5.19 | |
| 0.8575 | 187.92 | |
| -1.0000 | -3.26 | |
| 1.1595 | 28.22 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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