V-Lab
CBOE Interest Rate Swap Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:27.95% (+0.17%)
Analysis last updated: Monday, February 14, 2022 at 03:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2365 | 16.39 | |
| 0.7816 | 62.38 | |
| -0.1395 | -8.62 | |
| 1.6778 | 0.09 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 2012 to Feb 11, 2022
Jun 18, 2012 to Feb 11, 2022
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