V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:101.25% (-6.71%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5621 | 21.83 | |
| 0.1809 | 15.67 | |
| 0.8203 | 107.36 | |
| -0.1551 | -8.87 |
Estimation Period:
Jan 23, 2001 to Mar 7, 2025
Jan 23, 2001 to Mar 7, 2025
News Impact Curve
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