V-Lab
CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:173.32% (+32.50%)
Analysis last updated: Tuesday, March 11, 2025 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2172 | 30.13 | |
| 0.6679 | 41.87 | |
| -0.1736 | -21.07 | |
| 1.3742 | 1.18 | |
| 0.0688 | 1.51 | |
| 0.8916 | 11.44 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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