V-Lab
RTS Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, September 6th, 2019:49.96% (-0.01%)
Analysis last updated: Monday, March 1, 2021 at 07:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1456 | 10.48 | |
| 0.0890 | 19.64 | |
| 0.8839 | 136.00 |
Estimation Period:
Jan 10, 2006 to Aug 2, 2019
Jan 10, 2006 to Aug 2, 2019
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