V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:136.02% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.03 | |
| 0.0874 | 6.44 | |
| 0.8742 | 79.00 | |
| -0.0854 | -5.40 |
Estimation Period:
Jan 7, 2011 to Apr 17, 2025
Jan 7, 2011 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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