V-Lab
V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:217.82% (+111.66%)
Analysis last updated: Monday, June 30, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE DJIA Volatility Index GJR-GARCH
paramt-stat
ω2.379417.77
α0.152917.73
β0.8574152.27
γ-0.1204-9.01
Estimation Period:
Oct 6, 1997 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts