V-Lab
CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:232.38% (-26.95%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1838 | 39.65 | |
| 0.7843 | 71.62 | |
| -0.1575 | -10.58 | |
| 0.0404 | 1.93 | |
| 0.0063 | 2.19 | |
| 0.9926 | 290.93 |
Estimation Period:
Jan 23, 2001 to Dec 13, 2024
Jan 23, 2001 to Dec 13, 2024
News Impact Curve
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