V-Lab
CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:100.06% (-7.08%)
Analysis last updated: Monday, March 10, 2025 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4238 | 17.58 | |
| 0.1703 | 13.14 | |
| 0.7971 | 112.03 | |
| -0.1703 | -12.90 |
Estimation Period:
Jan 2, 2004 to Mar 7, 2025
Jan 2, 2004 to Mar 7, 2025
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