V-Lab
V-Lab
CBOE 1-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:389.75% (+15.61%)
Analysis last updated: Wednesday, July 30, 2025 at 11:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CBOE 1-Day Volatility Index GJR-GARCH
paramt-stat
ω5.00001.82
α0.02492.29
β0.9777214.69
γ-0.0249-1.31
Estimation Period:
May 13, 2022 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts