V-Lab
CBOE Energy ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:95.90% (+12.59%)
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.08 | |
| 0.1897 | 13.98 | |
| 0.7172 | 57.43 | |
| -0.1315 | -7.29 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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