V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:59.02% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1878 | 19.73 | |
| 0.2836 | 17.60 | |
| 0.7572 | 124.24 | |
| -0.2836 | -17.93 |
Estimation Period:
Jul 17, 2006 to Jun 27, 2025
Jul 17, 2006 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
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