V-Lab
CBOE 1-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:418.60% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.87 | |
| 0.0236 | 2.22 | |
| 0.9789 | 224.01 | |
| -0.0236 | -1.28 |
Estimation Period:
May 13, 2022 to Aug 22, 2025
May 13, 2022 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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