V-Lab
CBOE 1-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:375.04% (-7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4382 | 1.68 | |
| 0.0260 | 3.68 | |
| 0.9606 | 144.80 | |
| -1.0000 | -3.91 | |
| 0.9475 | 4.23 |
Estimation Period:
May 13, 2022 to May 2, 2025
May 13, 2022 to May 2, 2025
News Impact Curve
Volatility Forecasts
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