V-Lab
CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:85.58% (-7.38%)
Analysis last updated: Thursday, April 18, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3964 | 3.25 | |
| 0.1222 | 29.76 | |
| 0.7888 | 187.10 | |
| -3.6985 | -20.00 |
Estimation Period:
Jul 17, 2006 to Apr 12, 2024
Jul 17, 2006 to Apr 12, 2024
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