V-Lab
CBOE Google Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:142.58% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.49 | |
| 0.0214 | 7.02 | |
| 0.8910 | 52.43 |
Estimation Period:
Jan 7, 2011 to Apr 11, 2025
Jan 7, 2011 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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