V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:78.95% (-1.56%)
Analysis last updated: Thursday, May 2, 2024 at 11:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8313 | 14.25 | |
| 0.1168 | 4.27 | |
| 0.7417 | 14.22 | |
| -0.0009 | -2.47 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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