V-Lab
CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:97.48% (-6.94%)
Analysis last updated: Wednesday, April 24, 2024 at 11:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2573 | 11.71 | |
| 0.1056 | 41.53 | |
| 0.7843 | 247.97 | |
| -4.9534 | -26.53 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Volatility Index Analyses