V-Lab
CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:216.84% (-28.82%)
Analysis last updated: Friday, December 20, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9693 | 18.53 | |
| 0.2681 | 18.28 | |
| 0.7709 | 123.05 | |
| -0.2681 | -18.39 |
Estimation Period:
Jul 17, 2006 to Dec 13, 2024
Jul 17, 2006 to Dec 13, 2024
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