V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:98.13% (-11.22%)
Analysis last updated: Monday, March 10, 2025 at 11:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1320 | 19.03 | |
| 0.2780 | 17.20 | |
| 0.7605 | 120.46 | |
| -0.2780 | -17.67 |
Estimation Period:
Jul 17, 2006 to Mar 7, 2025
Jul 17, 2006 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses