V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:167.41% (-11.87%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4478 | 16.65 | |
| 0.1521 | 17.24 | |
| 0.8524 | 131.68 | |
| -0.1177 | -8.59 |
Estimation Period:
Oct 6, 1997 to Apr 26, 2024
Oct 6, 1997 to Apr 26, 2024
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