V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:54.07% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1745 | 19.64 | |
| 0.2831 | 17.59 | |
| 0.7581 | 124.50 | |
| -0.2831 | -17.93 |
Estimation Period:
Jul 17, 2006 to Jun 6, 2025
Jul 17, 2006 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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