V-Lab
CBOE Energy ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:98.89% (+11.78%)
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.8837 | 16.78 | |
| 0.1354 | 13.29 | |
| 0.8609 | 90.75 | |
| 6 | 3.64 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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