V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:129.16% (-5.49%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4010 | 17.29 | |
| 0.1516 | 17.34 | |
| 0.8562 | 146.53 | |
| -0.1185 | -8.74 |
Estimation Period:
Oct 6, 1997 to Mar 7, 2025
Oct 6, 1997 to Mar 7, 2025
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