V-Lab
CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:186.21% (-10.54%)
Analysis last updated: Monday, December 30, 2024 at 12:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 72.4596 | 3.67 | |
| 0.1331 | 14.30 | |
| 0.9188 | 39.38 | |
| 3 | 11.90 |
Estimation Period:
Jan 7, 2011 to Dec 27, 2024
Jan 7, 2011 to Dec 27, 2024
Other CBOE Google Volatility Index Analyses