V-Lab
CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:117.62% (-16.85%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2094 | 29.34 | |
| 0.6748 | 41.66 | |
| -0.1655 | -19.93 | |
| 1.4047 | 1.16 | |
| 0.0718 | 1.49 | |
| 0.8867 | 10.72 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
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