V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:114.43% (+3.12%)
Analysis last updated: Monday, April 29, 2024 at 11:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.44 | |
| 0.0778 | 5.59 | |
| 0.8775 | 72.69 | |
| -0.0750 | -4.61 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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