V-Lab
CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:104.12% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.27 | |
| 0.0911 | 6.69 | |
| 0.8713 | 79.49 | |
| -0.0886 | -5.64 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices