V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:55.71% (+7.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1744 | 19.73 | |
| 0.2842 | 17.67 | |
| 0.7573 | 124.63 | |
| -0.2842 | -18.01 |
Estimation Period:
Jul 17, 2006 to Jul 25, 2025
Jul 17, 2006 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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