V-Lab
CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:87.62% (-4.59%)
Analysis last updated: Thursday, April 18, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1060 | 16.36 | |
| 0.1616 | 12.33 | |
| 0.8109 | 116.33 | |
| -0.1616 | -12.15 |
Estimation Period:
Jan 2, 2004 to Apr 12, 2024
Jan 2, 2004 to Apr 12, 2024
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