V-Lab
CBOE Google Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:133.55% (-2.79%)
Analysis last updated: Wednesday, May 1, 2024 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.26 | |
| 0.0209 | 6.77 | |
| 0.8901 | 49.63 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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