V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:125.57% (-3.48%)
Analysis last updated: Tuesday, January 14, 2025 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3985 | 17.24 | |
| 0.1520 | 17.34 | |
| 0.8560 | 146.22 | |
| -0.1184 | -8.72 |
Estimation Period:
Oct 6, 1997 to Jan 10, 2025
Oct 6, 1997 to Jan 10, 2025
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