V-Lab
V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:61.48% (-3.88%)
Analysis last updated: Thursday, May 8, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index GJR-GARCH
paramt-stat
ω2.175219.58
α0.286117.64
β0.7565122.93
γ-0.2861-17.90
Estimation Period:
Jul 17, 2006 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts