V-Lab
CBOE Brazil ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:123.36% (+12.34%)
Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.6120 | 9.73 | |
| 0.0984 | 16.08 | |
| 0.9157 | 93.09 | |
| 5 | 5.10 |
Estimation Period:
Mar 16, 2011 to Aug 30, 2024
Mar 16, 2011 to Aug 30, 2024
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