V-Lab
CBOE Google Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:87.35% (-14.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 6.32 | |
| 0.1739 | 16.93 | |
| 0.5077 | 14.10 | |
| -0.0026 | -0.05 | |
| 0.5000 | 8.35 |
Estimation Period:
Jan 7, 2011 to Jun 18, 2025
Jan 7, 2011 to Jun 18, 2025
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