V-Lab
CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:213.68% (-4.70%)
Analysis last updated: Monday, March 10, 2025 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.62 | |
| 0.0650 | 11.94 | |
| 0.9310 | 225.14 | |
| -0.0650 | -6.21 |
Estimation Period:
Jan 3, 2011 to Mar 7, 2025
Jan 3, 2011 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
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