V-Lab
CBOE Energy ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:91.54% (+9.18%)
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0148 | 10.51 | |
| 0.1537 | 4.77 | |
| 0.6739 | 11.52 | |
| 0.0004 | 0.24 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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