V-Lab
V-Lab
CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:172.37% (-2.61%)
Analysis last updated: Monday, June 30, 2025 at 11:37 AM UTC
Date Range:

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to

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graph of CBOE S&P 500 9-Day Volatility Index GJR-GARCH
paramt-stat
ω5.00008.63
α0.068412.24
β0.9292228.76
γ-0.0684-6.51
Estimation Period:
Jan 3, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts