V-Lab
CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:223.08% (-15.75%)
Analysis last updated: Monday, December 30, 2024 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2438 | 18.41 | |
| 0.1977 | 19.06 | |
| 0.7984 | 149.43 | |
| -0.1977 | -18.62 |
Estimation Period:
Jan 2, 1990 to Dec 27, 2024
Jan 2, 1990 to Dec 27, 2024
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