V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:114.61% (-1.84%)
Analysis last updated: Friday, October 4, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.82 | |
| 0.0828 | 6.16 | |
| 0.8749 | 75.21 | |
| -0.0801 | -5.11 |
Estimation Period:
Jan 7, 2011 to Sep 27, 2024
Jan 7, 2011 to Sep 27, 2024
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