V-Lab
CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:130.78% (-65.89%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3426 | 18.58 | |
| 0.0855 | 6.27 | |
| 0.1088 | 3.13 | |
| 0.7926 | 0.39 | |
| 0.0149 | 0.57 | |
| 0.9738 | 20.17 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses