V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:311.53% (+50.85%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 151.2781 | 17.94 | |
| 0.1071 | 10.89 | |
| 0.8082 | 58.84 | |
| 5 | 3.01 |
Estimation Period:
Jan 3, 2011 to Dec 13, 2024
Jan 3, 2011 to Dec 13, 2024
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