V-Lab
CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:558.22% (-80.52%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1574 | 20.60 | |
| 0.7462 | 50.03 | |
| -0.1574 | -10.17 | |
| 0.5397 | 0.49 | |
| 0.0061 | 0.93 | |
| 0.9902 | 73.72 |
Estimation Period:
Jan 3, 2011 to Dec 13, 2024
Jan 3, 2011 to Dec 13, 2024
News Impact Curve
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