V-Lab
CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:116.67% (+14.83%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3403 | 17.43 | |
| 0.3810 | 22.59 | |
| 0.4269 | 13.19 | |
| -0.0218 | -1.22 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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