V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:112.44% (-1.65%)
Analysis last updated: Monday, January 20, 2025 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.88 | |
| 0.0838 | 6.28 | |
| 0.8743 | 75.82 | |
| -0.0812 | -5.22 |
Estimation Period:
Jan 7, 2011 to Jan 17, 2025
Jan 7, 2011 to Jan 17, 2025
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