V-Lab
CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 3rd, 2024:74.18% (-0.34%)
Analysis last updated: Tuesday, December 3, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1363 | 11.03 | |
| 0.1070 | 42.05 | |
| 0.7843 | 249.85 | |
| -5.0196 | -27.59 |
Estimation Period:
Jan 2, 1990 to Nov 29, 2024
Jan 2, 1990 to Nov 29, 2024
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