V-Lab
CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:77.52% (-3.03%)
Analysis last updated: Wednesday, May 1, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2163 | 16.47 | |
| 0.1847 | 8.56 | |
| 0.9391 | 331.13 | |
| 0.1214 | 6.40 |
Estimation Period:
Jan 23, 2001 to Apr 26, 2024
Jan 23, 2001 to Apr 26, 2024
News Impact Curve
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