V-Lab
CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:137.28% (-9.41%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.01 | |
| 0.2177 | 8.42 | |
| 0.8173 | 72.63 | |
| -0.2171 | -7.54 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
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