V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:73.04% (+8.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5919 | 22.16 | |
| 0.1825 | 15.90 | |
| 0.8190 | 107.40 | |
| -0.1572 | -8.96 |
Estimation Period:
Jan 23, 2001 to Jul 25, 2025
Jan 23, 2001 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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