V-Lab
CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:110.56% (+10.20%)
Analysis last updated: Tuesday, March 11, 2025 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.5274 | 18.06 | |
| 0.0994 | 19.89 | |
| 0.9079 | 138.56 | |
| 6 | 4.39 |
Estimation Period:
Jan 2, 2004 to Mar 7, 2025
Jan 2, 2004 to Mar 7, 2025
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