V-Lab
CBOE Google Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:101.68% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 18.64 | |
| 0.1204 | 19.51 | |
| 0.6174 | 52.59 | |
| -0.6399 | -1.21 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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