V-Lab
CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:70.38% (-1.34%)
Analysis last updated: Monday, April 29, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0997 | 16.34 | |
| 0.1612 | 12.31 | |
| 0.8111 | 116.34 | |
| -0.1612 | -12.14 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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