V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:78.88% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6007 | 22.18 | |
| 0.1818 | 15.89 | |
| 0.8193 | 107.06 | |
| -0.1565 | -8.92 |
Estimation Period:
Jan 23, 2001 to Jun 27, 2025
Jan 23, 2001 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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