V-Lab
CBOE Google Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:110.21% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 18.38 | |
| 0.1109 | 19.32 | |
| 0.6253 | 55.46 | |
| -1.1130 | -2.00 |
Estimation Period:
Jan 7, 2011 to May 16, 2025
Jan 7, 2011 to May 16, 2025
News Impact Curve
Volatility Forecasts
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