V-Lab
SIX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 6th, 2019:67.16% (-0.01%)
Analysis last updated: Thursday, September 5, 2019 at 06:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8887 | 7.48 | |
| 0.0901 | 5.46 | |
| 0.8749 | 37.42 | |
| -0.0040 | -0.53 | |
| 0.0032 | 0.33 |
Estimation Period:
May 7, 2004 to Aug 2, 2019
May 7, 2004 to Aug 2, 2019
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