V-Lab
CBOE Wheat Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2019:67.31% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.88 | |
| 0.1456 | 9.04 | |
| 0.7203 | 29.82 |
Estimation Period:
Jul 27, 2012 to Jul 12, 2019
Jul 27, 2012 to Jul 12, 2019
News Impact Curve
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