V-Lab
CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:65.84% (-0.46%)
Analysis last updated: Monday, April 29, 2024 at 11:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8699 | 11.27 | |
| 0.1309 | 14.48 | |
| 0.8789 | 162.27 | |
| -0.1309 | -13.15 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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