V-Lab
CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:211.38% (-15.41%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3526 | 17.19 | |
| 0.1532 | 17.56 | |
| 0.8551 | 148.06 | |
| -0.1172 | -8.62 |
Estimation Period:
Oct 6, 1997 to Dec 13, 2024
Oct 6, 1997 to Dec 13, 2024
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