V-Lab
CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:75.11% (-14.49%)
Analysis last updated: Friday, December 20, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.5873 | 12.06 | |
| 0.1725 | 22.20 | |
| 0.9095 | 115.68 | |
| 5 | 8.68 |
Estimation Period:
Jul 17, 2006 to Dec 13, 2024
Jul 17, 2006 to Dec 13, 2024
Other CBOE 3-Month Volatility Index Analyses