V-Lab
CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:147.70% (-8.94%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1592 | 12.28 | |
| 0.1403 | 14.85 | |
| 0.8670 | 153.28 | |
| -0.1403 | -13.67 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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