V-Lab
CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:167.61% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.64 | |
| 0.0687 | 12.24 | |
| 0.9290 | 228.14 | |
| -0.0687 | -6.52 |
Estimation Period:
Jan 3, 2011 to Jul 25, 2025
Jan 3, 2011 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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