V-Lab
CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:98.79% (-7.03%)
Analysis last updated: Friday, April 19, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2161 | 16.45 | |
| 0.1848 | 8.57 | |
| 0.9392 | 331.51 | |
| 0.1214 | 6.40 |
Estimation Period:
Jan 23, 2001 to Apr 12, 2024
Jan 23, 2001 to Apr 12, 2024
News Impact Curve
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