V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:148.41% (-5.58%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.86 | |
| 0.0843 | 6.28 | |
| 0.8744 | 75.87 | |
| -0.0818 | -5.23 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
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