V-Lab
CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:181.04% (-6.03%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3400 | 3.39 | |
| 0.0429 | 6.03 | |
| 0.9311 | 63.73 | |
| 0.1667 | 16.39 |
Estimation Period:
Jan 3, 2011 to Apr 19, 2024
Jan 3, 2011 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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