CBOE Volatility Index

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How volatility evolves over time

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{name} Model Equation

How returns affect tomorrow's volatility

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1,074.3974	1.48
αARCH	0.2668	5.47***
βGARCH	0.9930	256.71***
νDF	3.8160	1.98**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1,074.3974	1.48
α ARCH Response to squared shocks	0.2668	5.47***
β GARCH Volatility persistence	0.9930	256.71***
ν DF Student-t tail thickness	3.8160	1.98**

V-Lab

VenHub Global Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other VenHub Global Inc Analyses