V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:116.03% (-1.99%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.86 | |
| 0.0827 | 6.21 | |
| 0.8751 | 75.98 | |
| -0.0804 | -5.18 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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