V-Lab
CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:196.28% (-20.07%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2250 | 16.84 | |
| 0.1643 | 12.73 | |
| 0.8057 | 115.82 | |
| -0.1643 | -12.53 |
Estimation Period:
Jan 2, 2004 to Dec 13, 2024
Jan 2, 2004 to Dec 13, 2024
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