V-Lab
CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 13th, 2025:86.50% (-3.33%)
Analysis last updated: Monday, January 13, 2025 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2604 | 17.90 | |
| 0.1019 | 31.10 | |
| 0.7560 | 166.66 | |
| -4.7028 | -24.39 |
Estimation Period:
Jan 2, 2004 to Jan 10, 2025
Jan 2, 2004 to Jan 10, 2025
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