V-Lab
CBOE Goldman Sachs Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, September 17th, 2024:121.06% (+5.20%)
Analysis last updated: Tuesday, September 17, 2024 at 01:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1115 | 5.59 | |
| 0.0923 | 16.37 | |
| 0.9694 | 254.83 | |
| 0.1241 | 18.43 |
Estimation Period:
Jan 7, 2011 to Sep 13, 2024
Jan 7, 2011 to Sep 13, 2024
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