V-Lab
CBOE Google Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:112.10% (+15.76%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.79 | |
| 0.1670 | 15.99 | |
| 0.5122 | 13.08 | |
| 0.1411 | 2.70 | |
| 0.5000 | 7.92 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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