V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 13th, 2025:100.97% (+19.38%)
Analysis last updated: Saturday, January 11, 2025 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1158 | 18.90 | |
| 0.2782 | 17.18 | |
| 0.7615 | 120.67 | |
| -0.2782 | -17.68 |
Estimation Period:
Jul 17, 2006 to Jan 10, 2025
Jul 17, 2006 to Jan 10, 2025
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