V-Lab
CBOE S&P 500 6-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:46.91% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4860 | 24.97 | |
| 0.2322 | 28.39 | |
| 0.6542 | 73.24 |
Estimation Period:
Jan 2, 2008 to May 2, 2025
Jan 2, 2008 to May 2, 2025
News Impact Curve
Volatility Forecasts
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