V-Lab
CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:110.14% (-3.91%)
Analysis last updated: Friday, October 4, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.93 | |
| 0.2234 | 8.48 | |
| 0.8140 | 71.21 | |
| -0.2224 | -7.54 |
Estimation Period:
Jan 7, 2011 to Sep 27, 2024
Jan 7, 2011 to Sep 27, 2024
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