V-Lab
CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:66.47% (-0.52%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8909 | 11.28 | |
| 0.1308 | 14.41 | |
| 0.8784 | 161.14 | |
| -0.1308 | -13.09 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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