V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:155.87% (-3.48%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 151.2651 | 17.54 | |
| 0.1052 | 10.70 | |
| 0.8130 | 58.89 | |
| 5 | 2.90 |
Estimation Period:
Jan 3, 2011 to Apr 19, 2024
Jan 3, 2011 to Apr 19, 2024
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