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CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 28th, 2019:140.75% (-9.64%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Volatility Index GJR-GARCH
Volatility Summary Table

Closing Level:

15.85%

Return:

-6.53%

1 Week Pred:

135.14%

Average Week Vol:

140.79%

Average Month Vol:

153.36%

1 Month Pred:

120.40%

Min Vol:

70.38%

Max Vol:

323.67%

6 Month Pred:

102.10%

Average Vol:

102.41%

Vol of Vol:

84.72%

1 Year Pred:

99.56%