V-Lab
CBOE Russell 2000 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:75.55% (+1.02%)
Analysis last updated: Wednesday, May 1, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3258 | 16.69 | |
| 0.1202 | 17.28 | |
| 0.7425 | 62.22 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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