V-Lab
CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:95.42% (-7.09%)
Analysis last updated: Tuesday, April 23, 2024 at 11:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1589 | 11.59 | |
| 0.1039 | 41.73 | |
| 0.8231 | 213.47 | |
| -3.7902 | -23.36 |
Estimation Period:
Jan 23, 2001 to Apr 19, 2024
Jan 23, 2001 to Apr 19, 2024
News Impact Curve
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