V-Lab
CBOE Google Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:100.85% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 19.12 | |
| 0.1330 | 19.59 | |
| 0.6061 | 49.54 | |
| -0.0928 | -0.19 |
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Jan 7, 2011 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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