V-Lab
CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 3rd, 2024:66.53% (-0.86%)
Analysis last updated: Tuesday, December 3, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2248 | 12.26 | |
| 0.1042 | 41.90 | |
| 0.8208 | 212.81 | |
| -3.7787 | -23.62 |
Estimation Period:
Jan 23, 2001 to Nov 29, 2024
Jan 23, 2001 to Nov 29, 2024
News Impact Curve
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