V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:108.20% (-5.37%)
Analysis last updated: Monday, January 20, 2025 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3970 | 17.27 | |
| 0.1520 | 17.36 | |
| 0.8560 | 146.41 | |
| -0.1186 | -8.74 |
Estimation Period:
Oct 6, 1997 to Jan 17, 2025
Oct 6, 1997 to Jan 17, 2025
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