V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:205.34% (-14.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3794 | 17.77 | |
| 0.1529 | 17.73 | |
| 0.8574 | 152.27 | |
| -0.1204 | -9.01 |
Estimation Period:
Oct 6, 1997 to Jun 27, 2025
Oct 6, 1997 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other CBOE DJIA Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices