V-Lab
CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:202.12% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.47 | |
| 0.0477 | 16.98 | |
| 0.9226 | 220.81 |
Estimation Period:
Jan 3, 2011 to May 9, 2025
Jan 3, 2011 to May 9, 2025
News Impact Curve
Volatility Forecasts
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